+487.8%
TT vs GH
+457.8%
+30.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | +3.5% | -8.2% | +11.7% | +4.4% |
| 30D | -11.0% | -4.9% | -6.1% | -10.6% |
| 3M | -12.0% | -6.2% | -5.8% | -11.7% |
| 6M | -10.4% | +60.0% | -70.5% | -15.2% |
| YTD | +9.9% | +51.5% | -41.6% | +4.1% |
| 1Y | +1.5% | +58.4% | -56.9% | -4.4% |
| 3Y | +93.7% | +617.2% | -523.5% | +49.9% |
| 5Y | +139.2% | +47.0% | +92.2% | +106.9% |
| All | +487.8% | +457.8% | +30.0% | +328.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling