+404.6%
GIS vs TTMI
+522.4%
-117.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -1.6% |
| 7D | -8.3% | +12.2% | -20.4% | -8.6% |
| 30D | +2.2% | -5.7% | +7.9% | +2.2% |
| 3M | +15.7% | -27.5% | +43.2% | +16.4% |
| 6M | -12.0% | +47.1% | -59.1% | -13.6% |
| YTD | -15.0% | +87.5% | -102.4% | -17.4% |
| 1Y | -20.1% | +175.2% | -195.3% | -23.7% |
| 3Y | -34.6% | +901.9% | -936.5% | -40.9% |
| 5Y | -22.8% | +843.5% | -866.3% | -30.6% |
| 10Y | -18.5% | +1,077.0% | -1,095.5% | -28.2% |
| All | +404.6% | +522.4% | -117.9% | +317.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling