-72.0%
TTD vs GH
+80.5%
-152.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.7% | +6.5% | +2.9% |
| 7D | +3.7% | -7.7% | +11.4% | +3.8% |
| 30D | +10.4% | -10.0% | +20.4% | +10.4% |
| 3M | -31.6% | +5.5% | -37.1% | -31.6% |
| 6M | -45.1% | +84.9% | -130.0% | -46.4% |
| YTD | -65.1% | +65.0% | -130.2% | -65.6% |
| 1Y | -72.0% | +71.8% | -143.8% | -72.4% |
| All | -72.0% | +80.5% | -152.5% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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