-80.7%
TTD vs GRMN
+77.9%
-158.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.5% |
| 7D | +1.7% | +0.2% | +1.6% | +1.7% |
| 30D | +1.6% | -11.3% | +12.9% | +9.5% |
| 3M | -27.8% | +17.7% | -45.6% | -36.8% |
| 6M | -52.1% | +14.2% | -66.3% | -57.6% |
| YTD | -63.1% | +37.0% | -100.1% | -71.9% |
| 1Y | -73.1% | +17.0% | -90.0% | -77.1% |
| 3Y | -83.3% | +183.2% | -266.5% | -95.1% |
| All | -80.7% | +77.9% | -158.7% | -91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling