+132.3%
TT vs GPN
-27.3%
+159.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -2.2% |
| 7D | +4.0% | -5.6% | +9.7% | +4.9% |
| 30D | -11.3% | +13.6% | -24.9% | -14.1% |
| 3M | -12.3% | -2.8% | -9.5% | -12.3% |
| 6M | -10.8% | +38.1% | -48.9% | -18.2% |
| YTD | +8.2% | +19.9% | -11.8% | +1.7% |
| 1Y | +1.5% | +23.4% | -21.9% | -5.4% |
| 3Y | +91.5% | -12.6% | +104.1% | +90.2% |
| All | +132.3% | -27.3% | +159.7% | +137.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling