-72.0%
TTD vs GGLL
-11.6%
-60.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.5% | -3.6% | +2.1% |
| 7D | +3.7% | -23.1% | +26.8% | +6.1% |
| 30D | +10.4% | -32.9% | +43.3% | +15.3% |
| 3M | -31.6% | -44.9% | +13.3% | -26.9% |
| 6M | -45.1% | -49.5% | +4.4% | -41.6% |
| YTD | -65.1% | -28.9% | -36.2% | -63.7% |
| 1Y | -72.0% | -12.2% | -59.8% | -71.7% |
| All | -72.0% | -11.6% | -60.4% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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