+161.8%
TT vs GFS
-3.7%
+165.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.3% |
| 7D | -0.2% | +1.0% | -1.2% | -0.4% |
| 30D | -7.4% | -8.6% | +1.2% | -5.9% |
| 3M | -3.2% | -46.5% | +43.3% | +8.8% |
| 6M | +1.1% | -4.8% | +5.9% | +0.1% |
| YTD | +15.6% | +29.7% | -14.0% | +6.8% |
| 1Y | +9.2% | +35.8% | -26.7% | -0.5% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling