-82.3%
TTD vs GD
+68.4%
-150.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.9% |
| 7D | +6.3% | -5.3% | +11.6% | +8.0% |
| 30D | -23.9% | -6.4% | -17.5% | -22.6% |
| 3M | -31.4% | +5.7% | -37.1% | -33.1% |
| 6M | -42.7% | -0.9% | -41.7% | -43.0% |
| YTD | -62.0% | +8.2% | -70.1% | -63.5% |
| 1Y | -72.2% | +13.4% | -85.6% | -73.9% |
| All | -82.3% | +68.4% | -150.6% | -84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling