-63.8%
TTD vs GD
+7.0%
-70.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +20.8% | +0.6% | +20.1% | +20.5% |
| 30D | +33.8% | +9.5% | +24.4% | +32.2% |
| 3M | +17.8% | -5.8% | +23.7% | +17.9% |
| 6M | -25.7% | +7.7% | -33.5% | -27.6% |
| YTD | -57.9% | +11.1% | -69.0% | -60.2% |
| 1Y | -63.8% | +6.1% | -69.9% | -65.3% |
| All | -63.8% | +7.0% | -70.8% | -65.3% |
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