-79.9%
TTD vs GTLB
-49.8%
-30.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +20.8% | -3.5% | +24.3% | +22.3% |
| 30D | +27.1% | -9.0% | +36.1% | +31.8% |
| 3M | +14.7% | +15.9% | -1.2% | +7.2% |
| 6M | -26.8% | +104.9% | -131.7% | -46.9% |
| YTD | -59.2% | +26.0% | -85.2% | -64.7% |
| 1Y | -64.7% | +1.8% | -66.5% | -66.8% |
| 3Y | -75.8% | +6.0% | -81.8% | -79.9% |
| 5Y | -84.6% | -62.2% | -22.4% | -85.4% |
| All | -79.9% | -49.8% | -30.1% | -81.5% |
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