+127.9%
TT vs GFS
-38.3%
+166.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.2% | -3.8% | +1.1% |
| 7D | -2.0% | -7.8% | +5.8% | -0.4% |
| 30D | -14.0% | -19.7% | +5.6% | -10.2% |
| 3M | -15.9% | -23.1% | +7.3% | -11.6% |
| 6M | -17.3% | -46.4% | +29.1% | -7.6% |
| YTD | +4.0% | +11.0% | -7.1% | -1.4% |
| 1Y | -7.1% | +12.6% | -19.8% | -12.3% |
| 3Y | +90.2% | -24.9% | +115.2% | +87.9% |
| All | +127.9% | -38.3% | +166.2% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling