+50.0%
GM vs TT
+137.2%
-87.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | -0.2% |
| 7D | -3.8% | +3.5% | -7.3% | -5.4% |
| 30D | +7.9% | -11.0% | +19.0% | +13.5% |
| 3M | -0.3% | -12.0% | +11.7% | +5.3% |
| 6M | +18.6% | -10.4% | +29.0% | +23.6% |
| YTD | +10.0% | +9.9% | +0.1% | +2.4% |
| 1Y | +25.9% | +1.5% | +24.4% | +22.0% |
| 3Y | +241.2% | +93.7% | +147.5% | +112.2% |
| 5Y | +50.0% | +139.2% | -89.2% | -30.6% |
| All | +50.0% | +137.2% | -87.1% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling