+365.8%
TTD vs GM
+226.1%
+139.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -1.7% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | +1.6% | -1.8% | +3.4% | +2.4% |
| 3M | -27.8% | +2.6% | -30.5% | -29.1% |
| 6M | -52.1% | +14.6% | -66.7% | -56.0% |
| YTD | -63.1% | +6.2% | -69.3% | -65.1% |
| 1Y | -73.1% | +48.7% | -121.7% | -78.9% |
| 3Y | -83.3% | +168.3% | -251.6% | -91.0% |
| 5Y | -80.6% | +82.8% | -163.4% | -87.4% |
| All | +365.8% | +226.1% | +139.7% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling