+44.2%
GEV vs TTD
-64.0%
+108.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.2% | -1.7% |
| 7D | +3.7% | +21.3% | -17.5% | +5.8% |
| 30D | -14.7% | +28.7% | -43.4% | -12.1% |
| 3M | -23.4% | +7.7% | -31.1% | -22.7% |
| 6M | -24.3% | -23.5% | -0.9% | -26.1% |
| YTD | +23.2% | -58.7% | +81.9% | +20.3% |
| 1Y | +44.2% | -63.4% | +107.7% | +50.7% |
| All | +44.2% | -64.0% | +108.2% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TTD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling