+127.7%
GLD vs TTD
-81.8%
+209.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.5% | -0.9% |
| 7D | -0.5% | +6.3% | -6.9% | -0.5% |
| 30D | +4.4% | -23.9% | +28.3% | +4.4% |
| 3M | -1.1% | -31.4% | +30.3% | -1.1% |
| 6M | -13.8% | -42.7% | +28.9% | -13.8% |
| YTD | +2.6% | -62.0% | +64.6% | +2.9% |
| 1Y | +24.5% | -72.2% | +96.7% | +25.0% |
| All | +127.7% | -81.8% | +209.5% | +122.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling