+39.4%
GM vs TT
-6.5%
+45.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +5.1% |
| 7D | +12.1% | -8.5% | +20.5% | +14.7% |
| 30D | +15.2% | -12.8% | +28.0% | +19.6% |
| 3M | +4.9% | -12.9% | +17.8% | +9.0% |
| 6M | +22.6% | -15.2% | +37.9% | +28.1% |
| YTD | +14.4% | +6.2% | +8.2% | +9.6% |
| 1Y | +39.4% | -4.5% | +43.9% | +42.5% |
| All | +39.4% | -6.5% | +45.9% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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