+508.5%
TT vs GH
+473.1%
+35.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.7% |
| 7D | -1.0% | -1.2% | +0.3% | -0.8% |
| 30D | -8.9% | -3.7% | -5.2% | -8.6% |
| 3M | -1.8% | +21.7% | -23.5% | -4.1% |
| 6M | +1.9% | +75.7% | -73.9% | -4.5% |
| YTD | +13.8% | +55.7% | -41.9% | +7.7% |
| 1Y | +6.1% | +181.1% | -175.0% | -5.9% |
| 3Y | +119.6% | +371.6% | -252.0% | +78.0% |
| 5Y | +145.9% | +23.2% | +122.7% | +116.1% |
| All | +508.5% | +473.1% | +35.4% | +343.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling