+148.2%
TT vs GNRC
-58.2%
+206.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | 0.0% |
| 7D | +1.4% | +3.2% | -1.8% | +0.7% |
| 30D | -6.7% | -9.5% | +2.9% | -4.7% |
| 3M | -5.4% | -28.5% | +23.1% | +1.2% |
| 6M | +4.4% | -10.0% | +14.3% | +6.0% |
| YTD | +14.9% | +36.7% | -21.8% | +6.7% |
| 1Y | +9.3% | +2.6% | +6.7% | +6.8% |
| 3Y | +121.7% | +61.9% | +59.8% | +90.4% |
| 5Y | +148.2% | -59.0% | +207.2% | +160.5% |
| All | +148.2% | -58.2% | +206.3% | +160.5% |
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