-85.1%
TTD vs GFS
-25.2%
-59.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +2.4% |
| 7D | +21.3% | +7.4% | +13.9% | +18.3% |
| 30D | +28.7% | -15.3% | +44.0% | +36.0% |
| 3M | +7.7% | -21.1% | +28.8% | +15.8% |
| 6M | -23.5% | -44.5% | +21.0% | -10.6% |
| YTD | -58.7% | +19.2% | -77.9% | -68.3% |
| 1Y | -63.4% | +27.2% | -90.7% | -73.0% |
| 3Y | -75.3% | -20.1% | -55.2% | -78.2% |
| All | -85.1% | -25.2% | -59.9% | -87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling