-83.9%
TTD vs GNRC
+57.0%
-140.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.4% |
| 7D | -7.4% | -0.7% | -6.7% | -7.3% |
| 30D | +3.0% | -15.8% | +18.9% | +7.6% |
| 3M | -27.6% | -24.0% | -3.6% | -23.6% |
| 6M | -49.5% | -13.8% | -35.7% | -50.1% |
| YTD | -63.2% | +33.2% | -96.4% | -70.3% |
| 1Y | -69.7% | -1.8% | -67.9% | -72.5% |
| All | -83.9% | +57.0% | -140.9% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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