+376.4%
TTD vs GFI
+1,086.0%
-709.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.7% |
| 7D | -0.6% | -4.9% | +4.2% | -0.3% |
| 30D | +6.3% | +10.7% | -4.4% | +5.6% |
| 3M | -24.1% | +25.6% | -49.8% | -25.5% |
| 6M | -47.4% | -8.3% | -39.2% | -47.5% |
| YTD | -62.2% | +6.3% | -68.5% | -62.9% |
| 1Y | -68.3% | +22.1% | -90.4% | -69.3% |
| 3Y | -83.4% | +289.2% | -372.6% | -85.9% |
| 5Y | -80.3% | +531.7% | -612.0% | -84.2% |
| All | +376.4% | +1,086.0% | -709.6% | +339.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling