-81.5%
TTD vs GFS
-2.1%
-79.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -7.4% | +3.2% | -10.6% | -8.5% |
| 30D | +3.0% | -9.6% | +12.6% | +6.4% |
| 3M | -27.6% | -38.5% | +10.9% | -16.3% |
| 6M | -49.5% | -1.3% | -48.2% | -54.4% |
| YTD | -63.2% | +31.8% | -95.0% | -71.8% |
| 1Y | -69.7% | +44.6% | -114.3% | -78.1% |
| 3Y | -83.3% | -20.6% | -62.7% | -84.7% |
| All | -81.5% | -2.1% | -79.4% | -80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling