-80.6%
TTD vs GD
+58.6%
-139.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.3% | +13.2% | +14.7% |
| 7D | +19.0% | -3.0% | +22.0% | +20.2% |
| 30D | +23.6% | +9.3% | +14.3% | +20.0% |
| 3M | +8.2% | -7.2% | +15.4% | +10.7% |
| 6M | -35.3% | +5.5% | -40.8% | -37.1% |
| YTD | -60.7% | +9.5% | -70.2% | -62.6% |
| 1Y | -65.3% | +6.4% | -71.7% | -66.6% |
| 3Y | -80.6% | +59.8% | -140.4% | -79.7% |
| All | -80.6% | +58.6% | -139.2% | -79.7% |
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