+478.3%
TT vs GH
+446.7%
+31.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.2% |
| 7D | +4.0% | +0.6% | +3.5% | +4.0% |
| 30D | -11.3% | -6.9% | -4.4% | -10.7% |
| 3M | -12.3% | -4.9% | -7.4% | -12.1% |
| 6M | -10.8% | +54.1% | -64.9% | -15.3% |
| YTD | +8.2% | +48.5% | -40.4% | +2.6% |
| 1Y | +1.5% | +61.2% | -59.7% | -4.6% |
| 3Y | +91.5% | +570.3% | -478.9% | +49.3% |
| 5Y | +130.2% | +46.1% | +84.1% | +99.3% |
| All | +478.3% | +446.7% | +31.6% | +322.7% |
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