+190.4%
TT vs GGLL
+328.7%
-138.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.9% |
| 7D | -0.2% | -4.8% | +4.5% | +0.4% |
| 30D | -7.4% | -13.7% | +6.3% | -5.6% |
| 3M | -3.2% | -21.9% | +18.7% | -0.7% |
| 6M | +1.1% | +11.7% | -10.5% | -2.5% |
| YTD | +15.6% | +2.3% | +13.3% | +12.6% |
| 1Y | +9.2% | +76.2% | -67.0% | -2.5% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling