+145.9%
TT vs GFI
+515.1%
-369.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.8% |
| 7D | -1.0% | -5.1% | +4.2% | -0.6% |
| 30D | -8.9% | +13.4% | -22.3% | -9.7% |
| 3M | -1.8% | +36.2% | -38.1% | -4.1% |
| 6M | +1.9% | -9.8% | +11.7% | +1.8% |
| YTD | +13.8% | +7.7% | +6.1% | +12.6% |
| 1Y | +6.1% | +27.2% | -21.1% | +4.0% |
| 3Y | +119.6% | +300.3% | -180.7% | +100.6% |
| 5Y | +145.9% | +539.8% | -393.9% | +122.6% |
| All | +145.9% | +515.1% | -369.3% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling