-2.2%
TT vs GGLL
-17.3%
+15.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | +0.8% | +5.1% | -4.3% | +0.2% |
| 30D | -11.8% | -35.5% | +23.7% | -7.9% |
| 3M | -11.6% | -39.2% | +27.6% | -7.3% |
| 6M | -9.3% | -54.4% | +45.1% | -1.7% |
| YTD | +8.9% | -29.8% | +38.7% | +6.8% |
| 1Y | -2.2% | -20.4% | +18.2% | -6.1% |
| All | -2.2% | -17.3% | +15.1% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling