+1.5%
TT vs GFS
+22.9%
-21.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.9% |
| 7D | +4.0% | +7.4% | -3.3% | +2.5% |
| 30D | -11.3% | -15.3% | +4.0% | -8.6% |
| 3M | -12.3% | -21.1% | +8.8% | -8.7% |
| 6M | -10.8% | -44.5% | +33.6% | -1.6% |
| YTD | +8.2% | +19.2% | -11.1% | +2.8% |
| 1Y | +1.5% | +27.2% | -25.8% | -6.8% |
| All | +1.5% | +22.9% | -21.4% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling