+627.7%
GEV vs TTD
-84.2%
+711.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | +3.2% | -4.6% | +7.8% | +3.8% |
| 30D | -4.0% | +3.7% | -7.7% | -4.6% |
| 3M | +3.4% | -30.2% | +33.6% | +7.6% |
| 6M | +14.7% | -51.4% | +66.1% | +25.9% |
| YTD | +45.8% | -63.4% | +109.2% | +69.0% |
| 1Y | +57.4% | -73.5% | +130.9% | +95.3% |
| All | +627.7% | -84.2% | +711.9% | +726.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling