-69.7%
TTD vs GTLB
-1.8%
-67.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | 0.0% |
| 7D | -7.4% | -4.1% | -3.3% | -6.3% |
| 30D | +3.0% | +12.3% | -9.3% | -0.5% |
| 3M | -27.6% | +65.9% | -93.5% | -38.5% |
| 6M | -49.5% | +104.0% | -153.5% | -60.1% |
| YTD | -63.2% | +26.0% | -89.2% | -67.4% |
| 1Y | -69.7% | -3.5% | -66.2% | -71.2% |
| All | -69.7% | -1.8% | -67.9% | -71.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling