-85.4%
TTD vs GD
+94.5%
-180.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.2% |
| 7D | +5.2% | -5.0% | +10.2% | +7.7% |
| 30D | +6.9% | +8.9% | -2.0% | +2.5% |
| 3M | -26.8% | -8.0% | -18.8% | -24.2% |
| 6M | -46.1% | +2.9% | -49.0% | -47.5% |
| YTD | -65.9% | +7.1% | -73.0% | -67.8% |
| 1Y | -71.8% | +5.9% | -77.8% | -73.3% |
| 3Y | -83.3% | +53.9% | -137.2% | -87.7% |
| All | -85.4% | +94.5% | -180.0% | -90.6% |
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 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