+606.9%
GEV vs TTD
-84.1%
+691.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -2.9% |
| 7D | -1.9% | -7.4% | +5.5% | -0.9% |
| 30D | -8.7% | +3.0% | -11.7% | -9.2% |
| 3M | +6.6% | -27.6% | +34.2% | +10.3% |
| 6M | +10.2% | -49.5% | +59.7% | +20.2% |
| YTD | +41.6% | -63.2% | +104.8% | +64.1% |
| 1Y | +43.9% | -69.7% | +113.6% | +73.8% |
| All | +606.9% | -84.1% | +691.0% | +702.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling