+240.5%
GM vs TT
+1,994.6%
-1,754.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -3.4% | +8.1% | -11.5% | -7.7% |
| 30D | +2.7% | -11.3% | +14.0% | +9.2% |
| 3M | -0.4% | -11.2% | +10.8% | +5.7% |
| 6M | +13.3% | -8.9% | +22.2% | +17.8% |
| YTD | +6.8% | +9.7% | -3.0% | -1.6% |
| 1Y | +21.1% | +1.3% | +19.8% | +16.9% |
| 3Y | +231.0% | +93.4% | +137.7% | +105.8% |
| 5Y | +41.9% | +133.5% | -91.6% | -23.5% |
| 10Y | +205.7% | +739.9% | -534.2% | -23.8% |
| All | +240.5% | +1,994.6% | -1,754.1% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling