+215.4%
GLD vs TTD
+516.6%
-301.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.3% | -6.0% | -2.7% |
| 7D | +2.8% | +19.9% | -17.1% | +2.7% |
| 30D | -4.0% | +27.6% | -31.6% | -4.0% |
| 3M | -8.2% | +15.2% | -23.4% | -8.3% |
| 6M | -14.8% | -33.2% | +18.3% | -14.8% |
| YTD | -6.8% | -59.4% | +52.6% | -6.5% |
| 1Y | -2.4% | -64.4% | +62.0% | -2.1% |
| 3Y | +105.8% | -75.9% | +181.7% | +106.2% |
| 5Y | +113.3% | -82.6% | +195.9% | +113.5% |
| All | +215.4% | +516.6% | -301.1% | +230.6% |
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 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