-46.1%
TTD vs GPC
+18.2%
-64.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +1.1% |
| 7D | +5.2% | +1.6% | +3.6% | +5.0% |
| 30D | +6.9% | -2.1% | +9.0% | +7.1% |
| 3M | -26.8% | -6.8% | -20.0% | -26.3% |
| 6M | -46.1% | +18.6% | -64.7% | -47.4% |
| All | -46.1% | +18.2% | -64.3% | -47.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling