+2,636.8%
TT vs GNRC
+2,087.1%
+549.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.2% |
| 7D | 0.0% | +1.9% | -1.9% | -0.5% |
| 30D | -7.2% | -13.8% | +6.7% | -3.7% |
| 3M | -3.0% | -32.6% | +29.7% | +6.7% |
| 6M | +1.4% | -15.2% | +16.5% | +4.4% |
| YTD | +15.9% | +37.4% | -21.5% | +5.0% |
| 1Y | +9.4% | +5.1% | +4.3% | +5.1% |
| 3Y | +124.4% | +57.5% | +66.9% | +87.3% |
| 5Y | +138.0% | -58.7% | +196.7% | +161.5% |
| 10Y | +886.4% | +395.5% | +490.9% | +411.3% |
| All | +2,636.8% | +2,087.1% | +549.7% | +865.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling