-72.0%
TTD vs GM
+37.1%
-109.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.6% | -1.8% | +2.6% |
| 7D | +3.7% | +12.1% | -8.4% | +2.9% |
| 30D | +10.4% | +15.2% | -4.8% | +9.3% |
| 3M | -31.6% | +4.9% | -36.5% | -31.9% |
| 6M | -45.1% | +22.6% | -67.7% | -44.8% |
| YTD | -65.1% | +14.4% | -79.6% | -64.9% |
| 1Y | -72.0% | +39.4% | -111.4% | -74.4% |
| All | -72.0% | +37.1% | -109.1% | -74.4% |
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