-69.7%
TTD vs GFS
+42.7%
-112.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -7.4% | +3.2% | -10.6% | -7.4% |
| 30D | +3.0% | -9.6% | +12.6% | +2.9% |
| 3M | -27.6% | -38.5% | +10.9% | -26.9% |
| 6M | -49.5% | -1.3% | -48.2% | -52.4% |
| YTD | -63.2% | +31.8% | -95.0% | -67.6% |
| 1Y | -69.7% | +44.6% | -114.3% | -73.8% |
| All | -69.7% | +42.7% | -112.4% | -73.8% |
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