+455.8%
TT vs GH
+443.7%
+12.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.0% | +2.5% |
| 7D | -2.0% | -15.6% | +13.6% | -0.4% |
| 30D | -14.0% | -10.4% | -3.6% | -13.1% |
| 3M | -15.9% | -4.3% | -11.6% | -15.8% |
| 6M | -17.3% | +63.5% | -80.9% | -21.9% |
| YTD | +4.0% | +47.7% | -43.8% | -1.3% |
| 1Y | -7.1% | +56.7% | -63.9% | -12.4% |
| 3Y | +90.2% | +443.9% | -353.6% | +51.6% |
| 5Y | +131.1% | +36.9% | +94.2% | +101.2% |
| All | +455.8% | +443.7% | +12.2% | +306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling