+364.1%
TTD vs GIS
-18.1%
+382.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.7% | +0.6% |
| 7D | -7.4% | -8.4% | +1.0% | -7.6% |
| 30D | +3.0% | -5.2% | +8.2% | +2.9% |
| 3M | -27.6% | +8.2% | -35.7% | -27.3% |
| 6M | -49.5% | -12.0% | -37.5% | -49.9% |
| YTD | -63.2% | -18.9% | -44.3% | -63.6% |
| 1Y | -69.7% | -23.6% | -46.1% | -70.2% |
| 3Y | -83.3% | -37.6% | -45.7% | -83.8% |
| 5Y | -80.8% | -25.2% | -55.6% | -81.3% |
| All | +364.1% | -18.1% | +382.2% | +484.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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