+118.6%
GLD vs TTMI
+364.5%
-245.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.9% | -7.7% | -1.1% |
| 7D | +4.7% | -19.8% | +24.5% | +5.6% |
| 30D | -0.9% | -48.1% | +47.2% | +1.8% |
| 3M | -4.4% | -51.2% | +46.8% | -1.6% |
| 6M | -13.6% | -59.6% | +46.0% | -10.7% |
| YTD | -6.0% | -3.6% | -2.4% | -6.4% |
| 1Y | +1.8% | -2.3% | +4.1% | +1.2% |
| 3Y | +103.2% | +369.4% | -266.2% | +88.6% |
| All | +118.6% | +364.5% | -245.9% | +98.8% |
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