+1.8%
GLD vs TTD
-72.9%
+74.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | +4.7% | +5.2% | -0.5% | +4.8% |
| 30D | -0.9% | +6.9% | -7.8% | -0.7% |
| 3M | -4.4% | -26.8% | +22.4% | -5.2% |
| 6M | -13.6% | -46.1% | +32.6% | -15.0% |
| YTD | -6.0% | -65.9% | +59.9% | -6.0% |
| 1Y | +1.8% | -71.8% | +73.6% | +3.2% |
| All | +1.8% | -72.9% | +74.7% | +3.2% |
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