-84.0%
TTD vs GFS
-21.4%
-62.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.4% |
| 7D | -4.6% | +4.5% | -9.1% | -5.6% |
| 30D | +3.7% | -8.2% | +11.9% | +5.4% |
| 3M | -30.2% | -38.9% | +8.6% | -22.8% |
| 6M | -51.4% | -2.9% | -48.5% | -55.4% |
| YTD | -63.4% | +31.8% | -95.2% | -71.0% |
| 1Y | -73.5% | +43.1% | -116.6% | -79.9% |
| All | -84.0% | -21.4% | -62.5% | -84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling