+85.8%
TT vs GGLL
+151.4%
-65.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.1% | -3.8% |
| 7D | -9.0% | -1.3% | -7.7% | -8.8% |
| 30D | -17.6% | -36.3% | +18.6% | -13.3% |
| 3M | -18.7% | -42.7% | +24.0% | -13.5% |
| 6M | -17.4% | -53.1% | +35.6% | -10.6% |
| YTD | +1.5% | -32.1% | +33.6% | +3.4% |
| 1Y | -9.4% | -20.1% | +10.7% | -9.9% |
| All | +85.8% | +151.4% | -65.6% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling