-18.0%
GIS vs TT
+10.3%
-28.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.4% |
| 7D | -7.8% | -0.2% | -7.6% | -7.9% |
| 30D | +6.6% | -7.4% | +13.9% | +5.5% |
| 3M | +21.0% | -3.2% | +24.2% | +20.2% |
| 6M | -9.1% | +1.1% | -10.2% | -9.5% |
| YTD | -13.6% | +15.6% | -29.2% | -13.1% |
| 1Y | -18.0% | +9.2% | -27.2% | -18.1% |
| All | -18.0% | +10.3% | -28.3% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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