+161.8%
TT vs GFS
-3.7%
+165.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | 0.0% | +1.0% | -1.0% | -0.2% |
| 30D | -7.2% | -8.6% | +1.4% | -5.7% |
| 3M | -3.0% | -46.5% | +43.6% | +9.0% |
| 6M | +1.4% | -4.8% | +6.2% | +0.3% |
| YTD | +15.9% | +29.7% | -13.8% | +7.0% |
| 1Y | +9.4% | +35.8% | -26.4% | -0.3% |
| 3Y | +124.4% | -18.3% | +142.7% | +118.4% |
| All | +161.8% | -3.7% | +165.5% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded GFS 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling