-65.5%
TTD vs GPC
+2.8%
-68.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.3% | +13.1% | +15.1% |
| 7D | +19.0% | +0.8% | +18.1% | +18.8% |
| 30D | +23.6% | -1.1% | +24.7% | +23.6% |
| 3M | +8.2% | -6.6% | +14.8% | +8.8% |
| 6M | -35.3% | +22.2% | -57.6% | -36.5% |
| YTD | -60.7% | +5.1% | -65.7% | -60.1% |
| All | -65.5% | +2.8% | -68.3% | -66.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling