-72.2%
TTD vs GM
+52.7%
-124.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.4% |
| 7D | +6.3% | +1.7% | +4.6% | +6.2% |
| 30D | -23.9% | -1.6% | -22.3% | -23.8% |
| 3M | -31.4% | +5.7% | -37.1% | -31.4% |
| 6M | -42.7% | +12.2% | -54.8% | -42.6% |
| YTD | -62.0% | +8.4% | -70.4% | -61.7% |
| 1Y | -72.2% | +52.3% | -124.5% | -73.2% |
| All | -72.2% | +52.7% | -124.9% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling