+132.3%
TT vs GNRC
-57.0%
+189.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | +4.0% | +7.9% | -3.9% | +2.3% |
| 30D | -11.3% | -3.7% | -7.6% | -10.8% |
| 3M | -12.3% | -11.9% | -0.3% | -10.5% |
| 6M | -10.8% | -28.6% | +17.8% | -5.4% |
| YTD | +8.2% | +39.9% | -31.7% | -0.7% |
| 1Y | +1.5% | +23.4% | -21.9% | -4.7% |
| 3Y | +91.5% | +84.2% | +7.2% | +59.9% |
| All | +132.3% | -57.0% | +189.4% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling