+917.7%
TT vs GFI
+1,066.8%
-149.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | -1.2% | -4.9% | +3.7% | -1.0% |
| 30D | -7.3% | +10.7% | -18.0% | -7.8% |
| 3M | -3.6% | +25.6% | -29.2% | -4.8% |
| 6M | +2.8% | -8.3% | +11.1% | +2.8% |
| YTD | +14.5% | +6.3% | +8.2% | +13.7% |
| 1Y | +7.4% | +22.1% | -14.7% | +5.9% |
| 3Y | +116.2% | +289.2% | -173.0% | +102.1% |
| 5Y | +147.4% | +531.7% | -384.3% | +124.9% |
| All | +917.7% | +1,066.8% | -149.2% | +907.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling