+519.7%
TT vs GH
+481.7%
+38.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -7.2% | -1.1% | -6.1% | -7.1% |
| 3M | -3.0% | +21.3% | -24.3% | -5.1% |
| 6M | +1.4% | +73.5% | -72.2% | -4.9% |
| YTD | +15.9% | +58.0% | -42.1% | +9.5% |
| 1Y | +9.4% | +163.1% | -153.6% | -2.3% |
| 3Y | +124.4% | +361.0% | -236.7% | +82.3% |
| 5Y | +138.0% | +22.5% | +115.5% | +109.3% |
| All | +519.7% | +481.7% | +38.0% | +351.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded GH 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling