+8.7%
TT vs GPC
+2.9%
+5.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | 0.0% | +1.2% | -1.2% | -0.2% |
| 30D | -7.2% | +6.0% | -13.1% | -8.0% |
| 3M | -3.0% | +42.6% | -45.6% | -9.8% |
| 6M | +1.4% | +22.8% | -21.4% | -3.8% |
| YTD | +15.9% | +15.5% | +0.4% | +8.1% |
| All | +8.7% | +2.9% | +5.8% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling