-75.3%
TTD vs GFS
-19.0%
-56.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.9% |
| 7D | +21.3% | +7.4% | +13.9% | +19.6% |
| 30D | +28.7% | -15.3% | +44.0% | +32.8% |
| 3M | +7.7% | -21.1% | +28.8% | +12.3% |
| 6M | -23.5% | -44.5% | +21.0% | -15.7% |
| YTD | -58.7% | +19.2% | -77.9% | -66.7% |
| 1Y | -63.4% | +27.2% | -90.7% | -71.5% |
| 3Y | -75.3% | -20.1% | -55.2% | -78.4% |
| All | -75.3% | -19.0% | -56.3% | -78.4% |
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