+902.6%
TT vs GPC
+83.6%
+819.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | 0.0% | +1.2% | -1.2% | -0.5% |
| 30D | -7.2% | +6.0% | -13.1% | -9.6% |
| 3M | -3.0% | +42.6% | -45.6% | -18.4% |
| 6M | +1.4% | +22.8% | -21.4% | -9.0% |
| YTD | +15.9% | +15.5% | +0.4% | +5.7% |
| 1Y | +9.4% | +2.0% | +7.4% | +5.7% |
| 3Y | +124.4% | -1.4% | +125.8% | +110.3% |
| 5Y | +138.0% | +30.6% | +107.4% | +88.7% |
| All | +902.6% | +83.6% | +819.0% | +559.2% |
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