+376.4%
TTD vs GM
+225.5%
+151.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.9% |
| 7D | -0.6% | -2.4% | +1.8% | +0.6% |
| 30D | +6.3% | -1.1% | +7.4% | +6.8% |
| 3M | -24.1% | +6.1% | -30.2% | -26.7% |
| 6M | -47.4% | +15.0% | -62.4% | -51.8% |
| YTD | -62.2% | +6.0% | -68.2% | -64.2% |
| 1Y | -68.3% | +47.1% | -115.4% | -75.1% |
| 3Y | -83.4% | +170.5% | -253.9% | -91.1% |
| 5Y | -80.3% | +80.5% | -160.8% | -87.1% |
| All | +376.4% | +225.5% | +151.0% | +107.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling