-84.0%
TTD vs GM
+160.9%
-244.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.3% |
| 7D | -4.6% | -1.1% | -3.5% | -4.3% |
| 30D | +3.7% | -4.6% | +8.2% | +5.0% |
| 3M | -30.2% | +0.2% | -30.4% | -30.3% |
| 6M | -51.4% | +12.6% | -64.0% | -53.4% |
| YTD | -63.4% | +3.7% | -67.1% | -64.2% |
| 1Y | -73.5% | +45.6% | -119.1% | -77.3% |
| All | -84.0% | +160.9% | -244.9% | -89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling