-81.8%
TTD vs GTLB
-50.0%
-31.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.4% | +2.5% | -0.7% |
| 7D | +1.7% | +4.6% | -2.8% | -0.2% |
| 30D | +1.6% | +21.0% | -19.4% | -6.2% |
| 3M | -27.8% | +51.7% | -79.5% | -40.2% |
| 6M | -52.1% | +89.3% | -141.4% | -64.3% |
| YTD | -63.1% | +25.6% | -88.7% | -67.8% |
| 1Y | -73.1% | -1.5% | -71.5% | -74.4% |
| 3Y | -83.3% | -9.9% | -73.4% | -85.0% |
| All | -81.8% | -50.0% | -31.8% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling