-40.4%
GIS vs TT
+94.2%
-134.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -8.1% | +8.1% | -16.1% | -7.3% |
| 30D | +5.3% | -11.3% | +16.6% | +4.5% |
| 3M | -10.5% | -11.2% | +0.6% | -11.1% |
| 6M | +1.8% | -8.9% | +10.7% | +1.2% |
| YTD | -22.9% | +9.7% | -32.7% | -23.3% |
| 1Y | -22.9% | +1.3% | -24.2% | -23.3% |
| All | -40.4% | +94.2% | -134.6% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling