-17.4%
GIS vs TTMI
+9.6%
-27.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -10.1% | +15.3% | +3.9% |
| 7D | +8.5% | -19.2% | +27.6% | +5.9% |
| 30D | +15.3% | -44.9% | +60.2% | +9.7% |
| 3M | +0.9% | -44.7% | +45.7% | -3.5% |
| 6M | +7.9% | -53.4% | +61.3% | +2.5% |
| YTD | -17.6% | +6.3% | -23.9% | -18.7% |
| 1Y | -17.4% | +10.7% | -28.1% | -17.7% |
| All | -17.4% | +9.6% | -27.0% | -17.7% |
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