-69.7%
TTD vs GH
+172.3%
-242.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +0.6% |
| 7D | -7.4% | -1.2% | -6.2% | -7.4% |
| 30D | +3.0% | -3.7% | +6.7% | +3.0% |
| 3M | -27.6% | +21.7% | -49.3% | -27.9% |
| 6M | -49.5% | +75.7% | -125.2% | -50.0% |
| YTD | -63.2% | +55.7% | -118.9% | -63.3% |
| 1Y | -69.7% | +181.1% | -250.8% | -69.9% |
| All | -69.7% | +172.3% | -242.0% | -69.9% |
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