-80.8%
TTD vs GM
+84.5%
-165.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.9% |
| 7D | -7.4% | -1.1% | -6.4% | -6.9% |
| 30D | +3.0% | -3.4% | +6.4% | +4.9% |
| 3M | -27.6% | +8.7% | -36.3% | -31.2% |
| 6M | -49.5% | +15.4% | -64.9% | -54.3% |
| YTD | -63.2% | +6.6% | -69.8% | -65.5% |
| 1Y | -69.7% | +51.5% | -121.2% | -77.7% |
| 3Y | -83.3% | +169.3% | -252.7% | -92.7% |
| 5Y | -80.8% | +81.6% | -162.4% | -89.7% |
| All | -80.8% | +84.5% | -165.3% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling