-85.3%
TTD vs GD
+99.4%
-184.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.6% |
| 7D | +20.8% | +1.9% | +18.9% | +19.9% |
| 30D | +27.1% | +9.2% | +17.9% | +21.9% |
| 3M | +14.7% | -7.5% | +22.1% | +18.9% |
| 6M | -26.8% | +5.8% | -32.6% | -29.5% |
| YTD | -59.2% | +9.8% | -69.0% | -61.9% |
| 1Y | -64.7% | +5.8% | -70.4% | -66.3% |
| 3Y | -75.8% | +58.0% | -133.9% | -82.3% |
| All | -85.3% | +99.4% | -184.7% | -90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling