+212.2%
GLD vs TTMI
+476.8%
-264.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +13.3% | -11.4% | +1.4% |
| 7D | +4.9% | -1.6% | +6.6% | +4.9% |
| 30D | -1.3% | -37.7% | +36.4% | 0.0% |
| 3M | -4.8% | -45.1% | +40.3% | -3.2% |
| 6M | -12.5% | -52.1% | +39.6% | -10.9% |
| YTD | -4.2% | +9.2% | -13.4% | -4.8% |
| 1Y | +3.0% | +12.9% | -9.9% | +2.3% |
| 3Y | +109.1% | +445.5% | -336.4% | +99.8% |
| 5Y | +121.6% | +427.9% | -306.3% | +111.4% |
| 10Y | +212.2% | +449.9% | -237.6% | +199.4% |
| All | +212.2% | +476.8% | -264.6% | +199.4% |
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 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