+145.0%
TT vs GH
+22.3%
+122.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | +1.6% | -2.1% | +3.7% | +1.8% |
| 30D | -7.3% | -4.5% | -2.9% | -6.9% |
| 3M | -2.6% | +28.9% | -31.5% | -5.4% |
| 6M | +5.9% | +76.5% | -70.6% | -1.0% |
| YTD | +15.4% | +57.6% | -42.2% | +9.0% |
| 1Y | +8.2% | +167.5% | -159.3% | -3.9% |
| 3Y | +122.7% | +377.4% | -254.7% | +79.2% |
| 5Y | +145.0% | +23.8% | +121.1% | +100.6% |
| All | +145.0% | +22.3% | +122.7% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling