+0.3%
GLD vs TTD
-66.1%
+66.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +15.5% | -13.6% | +2.1% |
| 7D | +4.9% | +19.0% | -14.0% | +5.2% |
| 30D | -1.3% | +23.6% | -24.9% | -0.9% |
| 3M | -4.8% | +8.2% | -12.9% | -4.7% |
| 6M | -12.5% | -35.3% | +22.8% | -13.7% |
| YTD | -4.2% | -60.7% | +56.4% | -4.1% |
| All | +0.3% | -66.1% | +66.4% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling