+213.3%
GLD vs TTMI
+1,093.3%
-880.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -1.8% |
| 7D | +0.7% | +12.2% | -11.4% | +0.4% |
| 30D | +0.3% | -5.7% | +6.0% | +0.4% |
| 3M | +0.6% | -27.5% | +28.1% | +1.3% |
| 6M | -15.6% | +47.1% | -62.7% | -16.8% |
| YTD | +0.9% | +87.5% | -86.6% | -1.1% |
| 1Y | +19.4% | +175.2% | -155.8% | +16.1% |
| 3Y | +124.5% | +901.9% | -777.5% | +111.6% |
| 5Y | +138.9% | +843.5% | -704.5% | +125.4% |
| 10Y | +213.3% | +1,077.0% | -863.7% | +193.7% |
| All | +213.3% | +1,093.3% | -880.0% | +193.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling