-76.8%
TTD vs GGLL
+328.7%
-405.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.0% | -3.7% |
| 7D | +6.3% | -4.8% | +11.1% | +7.9% |
| 30D | -23.9% | -13.7% | -10.2% | -20.4% |
| 3M | -31.4% | -21.9% | -9.5% | -27.0% |
| 6M | -42.7% | +11.7% | -54.3% | -47.1% |
| YTD | -62.0% | +2.3% | -64.3% | -64.1% |
| 1Y | -72.2% | +76.2% | -148.4% | -79.1% |
| 3Y | -81.9% | +245.0% | -326.9% | -91.6% |
| All | -76.8% | +328.7% | -405.5% | -91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling