-72.2%
TTD vs GFS
+37.2%
-109.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.3% |
| 7D | +6.3% | +1.0% | +5.3% | +6.4% |
| 30D | -23.9% | -8.6% | -15.3% | -24.0% |
| 3M | -31.4% | -46.5% | +15.2% | -29.7% |
| 6M | -42.7% | -4.8% | -37.8% | -45.9% |
| YTD | -62.0% | +29.7% | -91.6% | -66.7% |
| 1Y | -72.2% | +35.8% | -108.0% | -76.2% |
| All | -72.2% | +37.2% | -109.4% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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