+129.1%
TT vs GPC
-1.1%
+130.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | -0.2% | +1.2% | -1.4% | -0.5% |
| 30D | -7.4% | +6.0% | -13.3% | -8.4% |
| 3M | -3.2% | +42.6% | -45.8% | -10.3% |
| 6M | +1.1% | +22.8% | -21.6% | -3.6% |
| YTD | +15.6% | +15.5% | +0.2% | +10.7% |
| 1Y | +9.2% | +2.0% | +7.1% | +7.2% |
| All | +129.1% | -1.1% | +130.1% | +115.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling