+190.4%
TT vs GGLL
+328.7%
-138.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.2% |
| 7D | 0.0% | -4.8% | +4.8% | +0.7% |
| 30D | -7.2% | -13.7% | +6.5% | -5.4% |
| 3M | -3.0% | -21.9% | +18.9% | -0.5% |
| 6M | +1.4% | +11.7% | -10.3% | -2.3% |
| YTD | +15.9% | +2.3% | +13.6% | +12.9% |
| 1Y | +9.4% | +76.2% | -66.8% | -2.3% |
| 3Y | +124.4% | +245.0% | -120.6% | +71.2% |
| All | +190.4% | +328.7% | -138.3% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling