+911.5%
TT vs GD
+190.3%
+721.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.9% |
| 7D | 0.0% | -5.3% | +5.3% | +3.1% |
| 30D | -7.2% | -6.4% | -0.7% | -3.7% |
| 3M | -3.0% | +5.7% | -8.7% | -6.5% |
| 6M | +1.4% | -0.9% | +2.3% | +0.9% |
| YTD | +15.9% | +8.2% | +7.7% | +8.8% |
| 1Y | +9.4% | +13.4% | -4.0% | -0.3% |
| 3Y | +124.4% | +68.5% | +55.9% | +55.6% |
| 5Y | +138.0% | +97.2% | +40.9% | +46.6% |
| All | +911.5% | +190.3% | +721.1% | +343.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded GD 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling