+917.7%
TT vs GNRC
+448.8%
+468.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | -0.2% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -7.3% | -15.7% | +8.4% | -3.2% |
| 3M | -3.6% | -27.3% | +23.7% | +4.3% |
| 6M | +2.8% | -12.1% | +14.9% | +5.0% |
| YTD | +14.5% | +37.1% | -22.6% | +3.5% |
| 1Y | +7.4% | -0.5% | +7.9% | +4.6% |
| 3Y | +116.2% | +61.5% | +54.7% | +77.7% |
| 5Y | +147.4% | -58.6% | +205.9% | +181.5% |
| All | +917.7% | +448.8% | +468.8% | +312.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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