+17.3%
TTD vs GH
+457.8%
-440.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | +20.8% | -8.2% | +29.0% | +24.4% |
| 30D | +33.8% | -4.9% | +38.8% | +36.0% |
| 3M | +17.8% | -6.2% | +24.1% | +19.1% |
| 6M | -25.7% | +60.0% | -85.8% | -39.7% |
| YTD | -57.9% | +51.5% | -109.4% | -65.8% |
| 1Y | -63.8% | +58.4% | -122.3% | -71.3% |
| 3Y | -75.0% | +617.2% | -692.3% | -91.3% |
| 5Y | -82.5% | +47.0% | -129.6% | -89.1% |
| All | +17.3% | +457.8% | -440.5% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling