+141.3%
GLD vs TTMI
+812.3%
-671.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.9% | +1.1% |
| 7D | +0.1% | +7.5% | -7.3% | -0.2% |
| 30D | +0.2% | -4.5% | +4.7% | +0.3% |
| 3M | +3.2% | -28.5% | +31.8% | +4.4% |
| 6M | -14.6% | +28.4% | -43.0% | -16.0% |
| YTD | +1.8% | +80.1% | -78.3% | -1.1% |
| 1Y | +20.7% | +161.0% | -140.3% | +15.9% |
| 3Y | +126.5% | +862.4% | -735.9% | +104.6% |
| All | +141.3% | +812.3% | -671.0% | +118.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling