+816.6%
GLD vs TTMI
+1,119.4%
-302.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.8% | -9.7% | -1.1% |
| 7D | -0.5% | +5.9% | -6.4% | -0.7% |
| 30D | +4.4% | -4.3% | +8.7% | +4.5% |
| 3M | -1.1% | -32.0% | +31.0% | -0.3% |
| 6M | -13.8% | +19.5% | -33.2% | -14.5% |
| YTD | +2.6% | +82.0% | -79.4% | +0.7% |
| 1Y | +24.5% | +172.6% | -148.1% | +20.9% |
| 3Y | +125.8% | +744.7% | -618.8% | +112.7% |
| 5Y | +137.8% | +805.6% | -667.8% | +122.9% |
| 10Y | +221.4% | +1,057.6% | -836.2% | +196.7% |
| All | +816.6% | +1,119.4% | -302.9% | +708.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling