+911.5%
TT vs GPN
+28.6%
+882.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.7% | -1.5% |
| 7D | -1.0% | -3.5% | +2.5% | +0.1% |
| 30D | -8.9% | +3.1% | -12.0% | -10.0% |
| 3M | -1.8% | +42.3% | -44.1% | -13.2% |
| 6M | +1.9% | +20.9% | -19.0% | -5.7% |
| YTD | +13.8% | +15.2% | -1.4% | +5.9% |
| 1Y | +6.1% | +5.4% | +0.7% | +1.2% |
| 3Y | +119.6% | -27.4% | +147.0% | +131.7% |
| 5Y | +145.9% | -44.2% | +190.1% | +177.9% |
| All | +911.5% | +28.6% | +882.9% | +754.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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