-70.0%
TTD vs GEHC
+6.6%
-76.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -1.9% |
| 7D | +1.7% | -5.2% | +6.9% | +3.5% |
| 30D | +1.6% | -7.0% | +8.6% | +3.9% |
| 3M | -27.8% | +3.3% | -31.2% | -28.9% |
| 6M | -52.1% | -10.0% | -42.1% | -51.0% |
| YTD | -63.1% | -18.5% | -44.6% | -61.0% |
| 1Y | -73.1% | -14.4% | -58.7% | -72.2% |
| 3Y | -83.3% | +3.4% | -86.7% | -85.0% |
| All | -70.0% | +6.6% | -76.7% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling