-80.7%
TTD vs GH
+23.1%
-103.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.6% | -2.8% |
| 7D | +1.7% | -2.1% | +3.8% | +2.4% |
| 30D | +1.6% | -4.5% | +6.0% | +2.6% |
| 3M | -27.8% | +28.9% | -56.7% | -35.1% |
| 6M | -52.1% | +76.5% | -128.6% | -62.1% |
| YTD | -63.1% | +57.6% | -120.7% | -69.9% |
| 1Y | -73.1% | +167.5% | -240.6% | -82.5% |
| 3Y | -83.3% | +377.4% | -460.7% | -92.9% |
| All | -80.7% | +23.1% | -103.8% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling