+103.4%
GLD vs TTD
-83.5%
+186.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -2.8% |
| 7D | -5.5% | +20.8% | -26.3% | -5.6% |
| 30D | -7.0% | +27.1% | -34.1% | -7.1% |
| 3M | -12.4% | +14.7% | -27.0% | -12.4% |
| 6M | -18.0% | -26.8% | +8.8% | -18.0% |
| YTD | -10.5% | -59.2% | +48.8% | -10.1% |
| 1Y | -8.1% | -64.7% | +56.6% | -7.6% |
| 3Y | +97.7% | -75.8% | +173.5% | +98.1% |
| 5Y | +103.4% | -84.6% | +188.0% | +101.5% |
| All | +103.4% | -83.5% | +186.9% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling