+146.0%
TT vs GD
+97.9%
+48.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.3% |
| 7D | -0.2% | -5.3% | +5.0% | +2.0% |
| 30D | -7.4% | -6.4% | -0.9% | -4.9% |
| 3M | -3.2% | +5.7% | -8.9% | -5.7% |
| 6M | +1.1% | -0.9% | +2.1% | +1.1% |
| YTD | +15.6% | +8.2% | +7.5% | +10.4% |
| 1Y | +9.2% | +13.4% | -4.3% | +1.8% |
| 3Y | +124.4% | +68.5% | +55.9% | +68.0% |
| All | +146.0% | +97.9% | +48.1% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling