-82.0%
TTD vs GTLB
-50.8%
-31.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.3% |
| 7D | -4.6% | -6.6% | +2.0% | -2.0% |
| 30D | +3.7% | +13.7% | -10.1% | -1.8% |
| 3M | -30.2% | +52.9% | -83.1% | -42.4% |
| 6M | -51.4% | +88.5% | -139.9% | -63.7% |
| YTD | -63.4% | +23.4% | -86.9% | -67.9% |
| 1Y | -73.5% | -3.8% | -69.7% | -74.6% |
| 3Y | -83.5% | -11.5% | -72.0% | -85.1% |
| All | -82.0% | -50.8% | -31.2% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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