-79.2%
TTD vs GFS
-11.4%
-67.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +2.3% |
| 7D | +21.3% | +7.4% | +13.9% | +18.5% |
| 30D | +28.7% | -15.3% | +44.0% | +35.6% |
| 3M | +7.7% | -21.1% | +28.8% | +15.3% |
| 6M | -23.5% | -44.5% | +21.0% | -11.3% |
| YTD | -58.7% | +19.2% | -77.9% | -67.7% |
| 1Y | -63.4% | +27.2% | -90.7% | -72.4% |
| 3Y | -75.3% | -20.1% | -55.2% | -78.0% |
| 5Y | -84.4% | -25.6% | -58.8% | -85.2% |
| All | -79.2% | -11.4% | -67.8% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling