+15,818.7%
TT vs GFI
+688.7%
+15,129.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.9% |
| 7D | 0.0% | +3.1% | -3.1% | -0.2% |
| 30D | -7.2% | +27.1% | -34.3% | -8.4% |
| 3M | -3.0% | +21.2% | -24.1% | -4.2% |
| 6M | +1.4% | -4.5% | +5.9% | +1.2% |
| YTD | +15.9% | +11.7% | +4.2% | +14.6% |
| 1Y | +9.4% | +46.0% | -36.6% | +6.4% |
| 3Y | +124.4% | +309.6% | -185.2% | +104.1% |
| 5Y | +138.0% | +506.0% | -368.0% | +109.1% |
| 10Y | +886.4% | +1,009.2% | -122.8% | +709.9% |
| All | +15,818.7% | +688.7% | +15,129.9% | +12,565.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling