-37.6%
GIS vs TTMI
+876.4%
-913.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -0.1% |
| 7D | -6.4% | +0.7% | -7.0% | -6.3% |
| 30D | -6.1% | -8.4% | +2.3% | -6.4% |
| 3M | +7.8% | -32.5% | +40.3% | +6.2% |
| 6M | -8.8% | +32.5% | -41.3% | -6.6% |
| YTD | -19.1% | +83.2% | -102.4% | -15.4% |
| 1Y | -24.8% | +161.7% | -186.4% | -19.4% |
| 3Y | -37.6% | +890.1% | -927.7% | -29.4% |
| All | -37.6% | +876.4% | -913.9% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling