+117.9%
TT vs GNRC
+64.4%
+53.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.8% |
| 7D | +1.6% | +4.8% | -3.3% | +0.4% |
| 30D | -7.3% | -10.4% | +3.1% | -4.9% |
| 3M | -2.6% | -28.5% | +25.9% | +5.4% |
| 6M | +5.9% | -6.8% | +12.7% | +7.0% |
| YTD | +15.4% | +39.5% | -24.1% | +5.5% |
| 1Y | +8.2% | +3.4% | +4.9% | +5.5% |
| All | +117.9% | +64.4% | +53.5% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling