+379.4%
TTD vs GIS
-12.8%
+392.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -4.4% |
| 7D | +6.3% | -7.8% | +14.2% | +6.1% |
| 30D | -23.9% | +6.6% | -30.5% | -23.7% |
| 3M | -31.4% | +21.0% | -52.4% | -30.8% |
| 6M | -42.7% | -9.1% | -33.6% | -43.1% |
| YTD | -62.0% | -13.6% | -48.4% | -62.4% |
| 1Y | -72.2% | -18.0% | -54.2% | -72.6% |
| 3Y | -81.9% | -33.7% | -48.3% | -82.4% |
| 5Y | -81.5% | -19.4% | -62.1% | -82.0% |
| All | +379.4% | -12.8% | +392.2% | +504.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling