+127.9%
TT vs GD
+94.5%
+33.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | -2.0% | -5.0% | +3.0% | 0.0% |
| 30D | -14.0% | +8.9% | -22.9% | -17.1% |
| 3M | -15.9% | -8.0% | -7.8% | -13.2% |
| 6M | -17.3% | +2.9% | -20.2% | -18.8% |
| YTD | +4.0% | +7.1% | -3.1% | -0.6% |
| 1Y | -7.1% | +5.9% | -13.0% | -10.8% |
| 3Y | +90.2% | +53.9% | +36.4% | +49.3% |
| All | +127.9% | +94.5% | +33.4% | +52.8% |
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