+19.7%
GLD vs TTMI
+175.6%
-156.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -1.9% |
| 7D | +0.7% | +12.2% | -11.4% | -0.1% |
| 30D | +0.3% | -5.7% | +6.0% | +0.7% |
| 3M | +0.6% | -27.5% | +28.1% | +2.3% |
| 6M | -15.6% | +47.1% | -62.7% | -18.6% |
| YTD | +0.9% | +87.5% | -86.6% | -4.0% |
| All | +19.7% | +175.6% | -156.0% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling