+379.4%
TTD vs GRMN
+647.6%
-268.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | +6.3% | -2.9% | +9.2% | +8.3% |
| 30D | -23.9% | -8.4% | -15.5% | -19.9% |
| 3M | -31.4% | +15.0% | -46.4% | -39.1% |
| 6M | -42.7% | +11.2% | -53.9% | -48.8% |
| YTD | -62.0% | +37.7% | -99.7% | -71.2% |
| 1Y | -72.2% | +18.5% | -90.7% | -76.7% |
| 3Y | -81.9% | +175.8% | -257.8% | -93.2% |
| 5Y | -81.5% | +75.1% | -156.6% | -90.0% |
| All | +379.4% | +647.6% | -268.2% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling