-79.9%
TTD vs GPN
-44.7%
-35.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.8% |
| 7D | -0.6% | -4.6% | +4.0% | +2.3% |
| 30D | +6.3% | -0.3% | +6.6% | +6.6% |
| 3M | -24.1% | +35.4% | -59.6% | -37.1% |
| 6M | -47.4% | +21.7% | -69.1% | -53.8% |
| YTD | -62.2% | +14.9% | -77.1% | -65.9% |
| 1Y | -68.3% | +3.2% | -71.5% | -69.6% |
| 3Y | -83.4% | -27.1% | -56.3% | -80.6% |
| All | -79.9% | -44.7% | -35.2% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling