+325.6%
TTD vs GD
+192.6%
+133.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.8% | -1.9% |
| 7D | -1.9% | -3.9% | +2.0% | +0.2% |
| 30D | +7.5% | +8.1% | -0.6% | +2.6% |
| 3M | -32.4% | -6.8% | -25.7% | -30.1% |
| 6M | -47.9% | +3.0% | -51.0% | -49.4% |
| YTD | -66.3% | +7.8% | -74.0% | -68.4% |
| 1Y | -73.1% | +5.8% | -78.9% | -74.6% |
| 3Y | -83.8% | +55.3% | -139.1% | -88.2% |
| 5Y | -81.3% | +96.7% | -178.0% | -88.3% |
| 10Y | +436.7% | +195.4% | +241.3% | +143.5% |
| All | +325.6% | +192.6% | +133.0% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling