+741.5%
TT vs GPC
+78.6%
+662.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.3% |
| 7D | +3.5% | -2.1% | +5.6% | +4.5% |
| 30D | -11.0% | -4.5% | -6.5% | -9.5% |
| 3M | -12.0% | -7.7% | -4.3% | -9.2% |
| 6M | -10.4% | +24.3% | -34.7% | -20.3% |
| YTD | +9.9% | +3.5% | +6.5% | +4.9% |
| 1Y | +1.5% | +0.7% | +0.7% | -2.0% |
| 3Y | +93.7% | 0.0% | +93.7% | +78.2% |
| 5Y | +139.2% | +5.8% | +133.4% | +110.2% |
| 10Y | +741.5% | +75.8% | +665.7% | +436.9% |
| All | +741.5% | +78.6% | +662.9% | +436.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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