-72.2%
TTD vs GD
+13.1%
-85.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -4.2% |
| 7D | +6.3% | -5.3% | +11.6% | +6.8% |
| 30D | -23.9% | -6.4% | -17.5% | -23.5% |
| 3M | -31.4% | +5.7% | -37.1% | -32.6% |
| 6M | -42.7% | -0.9% | -41.7% | -43.6% |
| YTD | -62.0% | +8.2% | -70.1% | -63.5% |
| 1Y | -72.2% | +13.4% | -85.6% | -72.0% |
| All | -72.2% | +13.1% | -85.3% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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