+123.0%
TT vs GH
+379.5%
-256.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.7% |
| 6M | +1.4% | +73.5% | -72.2% | -3.7% |
| YTD | +15.9% | +58.0% | -42.1% | +10.8% |
| 1Y | +9.4% | +163.1% | -153.6% | -0.2% |
| All | +123.0% | +379.5% | -256.5% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling