+254.0%
TPR vs GTLB
-47.1%
+301.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -2.3% | +11.1% | -13.4% | -3.9% |
| 30D | -23.0% | +37.8% | -60.8% | -26.9% |
| 3M | -12.5% | +61.6% | -74.0% | -19.2% |
| 6M | -21.4% | +98.9% | -120.4% | -30.7% |
| YTD | -3.5% | +32.8% | -36.3% | -9.6% |
| 1Y | +17.4% | +14.7% | +2.7% | +11.8% |
| 3Y | +291.3% | +1.3% | +289.9% | +263.6% |
| All | +254.0% | -47.1% | +301.2% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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