-76.0%
TTD vs GGLL
+195.8%
-271.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.5% | +13.0% | +14.7% |
| 7D | +19.0% | +6.3% | +12.6% | +16.9% |
| 30D | +23.6% | -35.1% | +58.7% | +38.1% |
| 3M | +8.2% | -37.7% | +45.9% | +21.9% |
| 6M | -35.3% | -54.1% | +18.8% | -21.1% |
| YTD | -60.7% | -29.4% | -31.2% | -59.3% |
| 1Y | -65.3% | -13.4% | -51.9% | -67.1% |
| 3Y | -80.6% | +158.3% | -238.9% | -90.5% |
| All | -76.0% | +195.8% | -271.8% | -90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling