-68.3%
TTD vs GFI
+26.4%
-94.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.5% |
| 7D | -0.6% | -4.9% | +4.2% | -1.0% |
| 30D | +6.3% | +10.7% | -4.4% | +7.5% |
| 3M | -24.1% | +25.6% | -49.8% | -22.3% |
| 6M | -47.4% | -8.3% | -39.2% | -46.8% |
| YTD | -62.2% | +6.3% | -68.5% | -61.9% |
| 1Y | -68.3% | +22.1% | -90.4% | -68.7% |
| All | -68.3% | +26.4% | -94.7% | -68.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling