+206.1%
GLD vs TTD
+513.2%
-307.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.2% |
| 7D | -4.6% | +21.3% | -25.9% | -4.7% |
| 30D | -5.5% | +28.7% | -34.2% | -5.5% |
| 3M | -10.9% | +7.7% | -18.6% | -10.9% |
| 6M | -17.4% | -23.5% | +6.0% | -17.4% |
| YTD | -10.3% | -58.7% | +48.4% | -10.1% |
| 1Y | -7.2% | -63.4% | +56.3% | -6.9% |
| 3Y | +96.9% | -75.3% | +172.2% | +97.4% |
| 5Y | +103.8% | -84.4% | +188.1% | +104.0% |
| All | +206.1% | +513.2% | -307.1% | +220.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling