-72.0%
TTD vs GPN
+20.6%
-92.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +3.8% |
| 7D | +3.7% | +15.0% | -11.3% | -3.9% |
| 30D | +10.4% | +16.9% | -6.5% | +1.5% |
| 3M | -31.6% | +9.2% | -40.8% | -34.6% |
| 6M | -45.1% | +34.7% | -79.8% | -52.3% |
| YTD | -65.1% | +25.4% | -90.5% | -68.6% |
| 1Y | -72.0% | +21.7% | -93.7% | -74.5% |
| All | -72.0% | +20.6% | -92.6% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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