+14,178.8%
TT vs GPC
+2,071.6%
+12,107.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +3.2% |
| 7D | -2.0% | +1.6% | -3.6% | -3.0% |
| 30D | -14.0% | -2.1% | -11.9% | -13.3% |
| 3M | -15.9% | -6.8% | -9.1% | -12.8% |
| 6M | -17.3% | +18.6% | -35.9% | -27.6% |
| YTD | +4.0% | +2.7% | +1.3% | -2.4% |
| 1Y | -7.1% | +1.8% | -8.9% | -12.5% |
| 3Y | +90.2% | +1.1% | +89.2% | +68.0% |
| 5Y | +131.1% | +4.1% | +127.0% | +95.9% |
| 10Y | +777.7% | +88.2% | +689.5% | +355.5% |
| All | +14,178.8% | +2,071.6% | +12,107.2% | +1,609.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling