-69.2%
TTD vs GEHC
+10.0%
-79.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.1% | -4.0% |
| 7D | +6.3% | -4.0% | +10.3% | +7.7% |
| 30D | -23.9% | -2.0% | -21.9% | -23.6% |
| 3M | -31.4% | +8.0% | -39.4% | -33.3% |
| 6M | -42.7% | -12.8% | -29.9% | -40.7% |
| YTD | -62.0% | -15.9% | -46.1% | -60.3% |
| 1Y | -72.2% | -6.9% | -65.3% | -72.1% |
| 3Y | -81.9% | 0.0% | -81.9% | -83.6% |
| All | -69.2% | +10.0% | -79.1% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling