+52.4%
GEV vs TTMI
+9.6%
+42.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -10.1% | +0.8% | -5.7% |
| 7D | -5.1% | -19.2% | +14.0% | +2.2% |
| 30D | -15.8% | -44.9% | +29.1% | +1.8% |
| 3M | -18.2% | -44.7% | +26.6% | -1.7% |
| 6M | -22.4% | -53.4% | +31.0% | -2.9% |
| YTD | +27.7% | +6.3% | +21.4% | +16.8% |
| 1Y | +52.4% | +10.7% | +41.7% | +36.3% |
| All | +52.4% | +9.6% | +42.8% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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