+117.0%
TT vs GPN
-28.6%
+145.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | 0.0% |
| 7D | +1.4% | -6.2% | +7.7% | +2.3% |
| 30D | -6.7% | +1.0% | -7.7% | -6.9% |
| 3M | -5.4% | +36.9% | -42.3% | -10.5% |
| 6M | +4.4% | +16.8% | -12.4% | +1.0% |
| YTD | +14.9% | +13.2% | +1.7% | +11.6% |
| 1Y | +9.3% | +1.4% | +7.8% | +8.4% |
| All | +117.0% | -28.6% | +145.7% | +124.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling