-82.9%
TTD vs GPC
+0.9%
-83.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.6% |
| 7D | +6.3% | +1.2% | +5.1% | +6.1% |
| 30D | -23.9% | +6.0% | -29.9% | -24.9% |
| 3M | -31.4% | +42.6% | -74.0% | -36.4% |
| 6M | -42.7% | +22.8% | -65.4% | -45.1% |
| YTD | -62.0% | +15.5% | -77.4% | -63.3% |
| 1Y | -72.2% | +2.0% | -74.3% | -72.4% |
| All | -82.9% | +0.9% | -83.7% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling