+361.1%
TTD vs GRMN
+634.5%
-273.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.2% |
| 7D | -4.6% | -1.4% | -3.2% | -3.7% |
| 30D | +3.7% | -13.1% | +16.7% | +13.6% |
| 3M | -30.2% | +14.9% | -45.2% | -38.1% |
| 6M | -51.4% | +13.1% | -64.5% | -56.9% |
| YTD | -63.4% | +35.3% | -98.7% | -72.0% |
| 1Y | -73.5% | +16.0% | -89.5% | -77.4% |
| 3Y | -83.5% | +179.6% | -263.1% | -93.9% |
| 5Y | -80.9% | +75.0% | -156.0% | -89.7% |
| All | +361.1% | +634.5% | -273.4% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling