+233.0%
GM vs TT
+954.8%
-721.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.4% |
| 7D | -1.1% | -1.0% | -0.1% | -0.5% |
| 30D | -3.4% | -8.9% | +5.5% | +2.0% |
| 3M | +8.7% | -1.8% | +10.5% | +9.2% |
| 6M | +15.4% | +1.9% | +13.5% | +12.8% |
| YTD | +6.6% | +13.8% | -7.2% | -3.4% |
| 1Y | +51.5% | +6.1% | +45.3% | +42.8% |
| 3Y | +169.3% | +119.6% | +49.8% | +48.2% |
| 5Y | +81.6% | +145.9% | -64.3% | -10.0% |
| All | +233.0% | +954.8% | -721.8% | -26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling