+192.7%
GLD vs TTD
+349.7%
-157.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | +4.7% | +5.2% | -0.5% | +4.7% |
| 30D | -0.9% | +6.9% | -7.8% | -0.9% |
| 3M | -4.4% | -26.8% | +22.4% | -4.3% |
| 6M | -13.6% | -46.1% | +32.6% | -13.4% |
| YTD | -6.0% | -65.9% | +59.9% | -5.7% |
| 1Y | +1.8% | -71.8% | +73.6% | +2.2% |
| 3Y | +103.2% | -83.3% | +186.5% | +103.9% |
| 5Y | +119.3% | -81.1% | +200.5% | +119.5% |
| 10Y | +199.5% | +441.7% | -242.2% | +207.7% |
| All | +192.7% | +349.7% | -157.0% | +201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling