-63.4%
TTD vs GH
+56.7%
-120.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.4% |
| 7D | +21.3% | +0.6% | +20.7% | +21.2% |
| 30D | +28.7% | -6.9% | +35.7% | +29.0% |
| 3M | +7.7% | -4.9% | +12.6% | +7.8% |
| 6M | -23.5% | +54.1% | -77.5% | -24.9% |
| YTD | -58.7% | +48.5% | -107.2% | -59.1% |
| 1Y | -63.4% | +61.2% | -124.6% | -63.5% |
| All | -63.4% | +56.7% | -120.1% | -63.5% |
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