+105.8%
GLD vs TT
+94.9%
+10.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | +2.8% | +0.8% | +2.0% | +2.7% |
| 30D | -4.0% | -11.8% | +7.8% | -2.4% |
| 3M | -8.2% | -11.6% | +3.3% | -6.9% |
| 6M | -14.8% | -9.3% | -5.5% | -13.9% |
| YTD | -6.8% | +8.9% | -15.7% | -6.8% |
| 1Y | -2.4% | -2.2% | -0.1% | -2.0% |
| 3Y | +105.8% | +91.9% | +13.9% | +104.7% |
| All | +105.8% | +94.9% | +10.9% | +104.7% |
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