+558.1%
TTD vs GD
+180.8%
+377.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.8% | +2.4% |
| 7D | +19.9% | -1.9% | +21.8% | +21.3% |
| 30D | +27.6% | +10.9% | +16.7% | +20.3% |
| 3M | +15.2% | -6.8% | +21.9% | +19.7% |
| 6M | -33.2% | +7.0% | -40.2% | -36.4% |
| YTD | -59.4% | +11.1% | -70.5% | -62.5% |
| 1Y | -64.4% | +7.0% | -71.4% | -66.4% |
| 3Y | -75.9% | +59.9% | -135.8% | -82.6% |
| 5Y | -82.6% | +102.5% | -185.1% | -89.3% |
| 10Y | +558.1% | +174.0% | +384.1% | +240.9% |
| All | +558.1% | +180.8% | +377.3% | +240.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling