-83.3%
TTD vs GGLL
+154.9%
-238.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | +5.2% | +3.1% | +2.1% | +4.6% |
| 30D | +6.9% | -36.3% | +43.3% | +15.5% |
| 3M | -26.8% | -40.4% | +13.5% | -20.1% |
| 6M | -46.1% | -54.6% | +8.5% | -38.6% |
| YTD | -65.9% | -31.1% | -34.8% | -64.8% |
| 1Y | -71.8% | -19.2% | -52.6% | -72.1% |
| 3Y | -83.3% | +151.5% | -234.8% | -87.4% |
| All | -83.3% | +154.9% | -238.3% | -87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling