+5,308.9%
TT vs GPN
+2,520.1%
+2,788.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +2.9% | +0.8% |
| 7D | +1.6% | -0.7% | +2.3% | +1.8% |
| 30D | -7.3% | +3.8% | -11.1% | -8.8% |
| 3M | -2.6% | +39.2% | -41.8% | -14.6% |
| 6M | +5.9% | +17.9% | -12.0% | -2.2% |
| YTD | +15.4% | +16.4% | -1.0% | +5.7% |
| 1Y | +8.2% | +3.6% | +4.6% | +2.8% |
| 3Y | +122.7% | -26.7% | +149.3% | +132.1% |
| 5Y | +145.0% | -44.8% | +189.7% | +173.9% |
| 10Y | +893.7% | +24.1% | +869.6% | +663.8% |
| All | +5,308.9% | +2,520.1% | +2,788.8% | +1,696.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling