+379.4%
TTD vs GPC
+87.7%
+291.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.9% |
| 7D | +6.3% | +1.2% | +5.1% | +5.7% |
| 30D | -23.9% | +6.0% | -29.9% | -26.2% |
| 3M | -31.4% | +42.6% | -74.0% | -42.8% |
| 6M | -42.7% | +22.8% | -65.4% | -48.9% |
| YTD | -62.0% | +15.5% | -77.4% | -65.5% |
| 1Y | -72.2% | +2.0% | -74.3% | -73.2% |
| 3Y | -81.9% | -1.4% | -80.5% | -83.2% |
| 5Y | -81.5% | +30.6% | -112.1% | -85.1% |
| All | +379.4% | +87.7% | +291.7% | +231.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling