+5.3%
TTD vs GH
+467.1%
-461.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.7% | +3.0% |
| 7D | -0.6% | -2.5% | +1.9% | +0.2% |
| 30D | +6.3% | -4.7% | +11.0% | +7.5% |
| 3M | -24.1% | +20.2% | -44.4% | -30.5% |
| 6M | -47.4% | +78.8% | -126.2% | -59.2% |
| YTD | -62.2% | +54.1% | -116.3% | -69.3% |
| 1Y | -68.3% | +177.1% | -245.4% | -80.1% |
| 3Y | -83.4% | +371.6% | -455.0% | -93.0% |
| 5Y | -80.3% | +21.9% | -102.2% | -86.8% |
| All | +5.3% | +467.1% | -461.9% | -56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling