+527.9%
TTD vs GPC
+78.6%
+449.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +4.0% |
| 7D | +20.8% | -2.1% | +22.9% | +22.1% |
| 30D | +33.8% | -4.5% | +38.4% | +36.7% |
| 3M | +17.8% | -7.7% | +25.5% | +22.0% |
| 6M | -25.7% | +24.3% | -50.1% | -34.1% |
| YTD | -57.9% | +3.5% | -61.4% | -59.8% |
| 1Y | -63.8% | +0.7% | -64.6% | -65.1% |
| 3Y | -75.0% | 0.0% | -75.0% | -77.1% |
| 5Y | -82.5% | +5.8% | -88.4% | -84.3% |
| 10Y | +527.9% | +75.8% | +452.1% | +325.4% |
| All | +527.9% | +78.6% | +449.3% | +325.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling