+361.1%
TTD vs GNRC
+444.0%
-82.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | 0.0% |
| 7D | -4.6% | +3.2% | -7.8% | -6.2% |
| 30D | +3.7% | -9.5% | +13.2% | +8.1% |
| 3M | -30.2% | -28.5% | -1.7% | -20.0% |
| 6M | -51.4% | -10.0% | -41.4% | -52.4% |
| YTD | -63.4% | +36.7% | -100.2% | -72.6% |
| 1Y | -73.5% | +2.6% | -76.1% | -77.2% |
| 3Y | -83.5% | +61.9% | -145.4% | -89.8% |
| 5Y | -80.9% | -59.0% | -21.9% | -74.9% |
| All | +361.1% | +444.0% | -82.9% | +105.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling