-75.9%
TTD vs GEHC
+22.7%
-98.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.7% | +3.4% |
| 7D | +19.9% | +3.7% | +16.2% | +18.7% |
| 30D | +27.6% | +27.3% | +0.3% | +19.1% |
| 3M | +15.2% | +14.7% | +0.4% | +10.6% |
| 6M | -33.2% | +31.9% | -65.1% | -38.6% |
| YTD | -59.4% | +2.2% | -61.6% | -59.9% |
| 1Y | -64.4% | +14.1% | -78.4% | -66.4% |
| 3Y | -75.9% | +21.0% | -96.9% | -79.3% |
| All | -75.9% | +22.7% | -98.6% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 3y: compounded portfolio wealth divided by compounded GEHC 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…
3y analysis · Full analysis span regression · 6 months rolling