-84.0%
TTD vs GTLB
-12.2%
-71.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.4% |
| 7D | -4.6% | -6.6% | +2.0% | -2.4% |
| 30D | +3.7% | +13.7% | -10.1% | -0.9% |
| 3M | -30.2% | +52.9% | -83.1% | -40.6% |
| 6M | -51.4% | +88.5% | -139.9% | -62.0% |
| YTD | -63.4% | +23.4% | -86.9% | -67.1% |
| 1Y | -73.5% | -3.8% | -69.7% | -74.4% |
| All | -84.0% | -12.2% | -71.8% | -84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling