-81.3%
TTD vs GTLB
-47.1%
-34.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.4% | -4.8% |
| 7D | +6.3% | +11.1% | -4.7% | +1.8% |
| 30D | -23.9% | +37.8% | -61.7% | -34.1% |
| 3M | -31.4% | +61.6% | -93.0% | -44.6% |
| 6M | -42.7% | +98.9% | -141.6% | -58.1% |
| YTD | -62.0% | +32.8% | -94.8% | -67.6% |
| 1Y | -72.2% | +14.7% | -86.9% | -75.3% |
| 3Y | -81.9% | +1.3% | -83.3% | -84.6% |
| All | -81.3% | -47.1% | -34.2% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling