-80.8%
TTD vs GD
+97.9%
-178.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.6% | -3.5% |
| 7D | +6.3% | -5.3% | +11.6% | +9.0% |
| 30D | -23.9% | -6.4% | -17.5% | -21.7% |
| 3M | -31.4% | +5.7% | -37.1% | -33.9% |
| 6M | -42.7% | -0.9% | -41.7% | -43.1% |
| YTD | -62.0% | +8.2% | -70.1% | -64.2% |
| 1Y | -72.2% | +13.4% | -85.6% | -74.6% |
| 3Y | -81.9% | +68.5% | -150.4% | -87.5% |
| All | -80.8% | +97.9% | -178.8% | -87.7% |
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 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