+364.1%
TTD vs GDDY
+187.6%
+176.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.3% | -1.7% |
| 7D | -7.4% | -7.0% | -0.4% | -2.2% |
| 30D | +3.0% | +6.2% | -3.2% | -2.5% |
| 3M | -27.6% | +20.0% | -47.6% | -40.5% |
| 6M | -49.5% | +6.8% | -56.3% | -54.4% |
| YTD | -63.2% | -22.3% | -40.9% | -57.5% |
| 1Y | -69.7% | -33.5% | -36.2% | -60.2% |
| 3Y | -83.3% | +29.2% | -112.6% | -88.0% |
| 5Y | -80.8% | +28.1% | -108.9% | -85.5% |
| All | +364.1% | +187.6% | +176.5% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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