+620.7%
GEV vs TTD
-83.6%
+704.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.6% |
| 7D | +3.3% | +6.3% | -3.0% | +2.5% |
| 30D | -7.5% | -23.9% | +16.4% | -4.5% |
| 3M | -2.2% | -31.4% | +29.2% | +2.2% |
| 6M | +12.1% | -42.7% | +54.8% | +18.9% |
| YTD | +44.4% | -62.0% | +106.4% | +66.6% |
| 1Y | +57.7% | -72.2% | +129.9% | +94.3% |
| All | +620.7% | -83.6% | +704.3% | +714.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling