-85.4%
TTD vs GEN
+32.5%
-117.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.6% | +2.1% |
| 7D | +5.2% | +2.3% | +2.9% | +4.2% |
| 30D | +6.9% | +33.1% | -26.1% | -6.2% |
| 3M | -26.8% | +6.5% | -33.3% | -29.7% |
| 6M | -46.1% | +53.8% | -99.9% | -56.3% |
| YTD | -65.9% | +11.2% | -77.2% | -68.2% |
| 1Y | -71.8% | +19.4% | -91.2% | -74.5% |
| 3Y | -83.3% | +81.0% | -164.3% | -88.4% |
| All | -85.4% | +32.5% | -117.9% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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