-84.0%
TTD vs GIS
-35.3%
-48.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.0% |
| 7D | -4.6% | -8.6% | +4.0% | -4.6% |
| 30D | +3.7% | -0.5% | +4.1% | +3.7% |
| 3M | -30.2% | +11.9% | -42.1% | -29.7% |
| 6M | -51.4% | -11.6% | -39.8% | -52.5% |
| YTD | -63.4% | -16.3% | -47.1% | -64.4% |
| 1Y | -73.5% | -21.8% | -51.8% | -74.5% |
| All | -84.0% | -35.3% | -48.7% | -84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling