+550.5%
TTD vs GPC
+93.7%
+456.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.3% | +13.1% | +14.4% |
| 7D | +19.0% | +0.8% | +18.1% | +18.7% |
| 30D | +23.6% | -1.1% | +24.7% | +24.2% |
| 3M | +8.2% | -6.6% | +14.8% | +11.5% |
| 6M | -35.3% | +22.2% | -57.6% | -42.1% |
| YTD | -60.7% | +5.1% | -65.7% | -62.7% |
| 1Y | -65.3% | +2.8% | -68.1% | -66.8% |
| 3Y | -80.6% | +2.4% | -82.9% | -82.4% |
| 5Y | -84.6% | +7.8% | -92.4% | -86.3% |
| 10Y | +550.5% | +87.2% | +463.3% | +323.5% |
| All | +550.5% | +93.7% | +456.8% | +323.5% |
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