-72.0%
TTD vs GD
+9.0%
-81.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.4% | +3.1% |
| 7D | +3.7% | +3.0% | +0.7% | +3.3% |
| 30D | +10.4% | +10.5% | -0.1% | +9.3% |
| 3M | -31.6% | -5.0% | -26.6% | -31.6% |
| 6M | -45.1% | +5.5% | -50.6% | -46.1% |
| YTD | -65.1% | +10.3% | -75.5% | -66.7% |
| 1Y | -72.0% | +8.2% | -80.1% | -73.2% |
| All | -72.0% | +9.0% | -81.0% | -73.2% |
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