+169.6%
TT vs GTLB
-50.8%
+220.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | +1.4% | -6.6% | +8.0% | +2.0% |
| 30D | -6.7% | +13.7% | -20.4% | -7.9% |
| 3M | -5.4% | +52.9% | -58.3% | -9.3% |
| 6M | +4.4% | +88.5% | -84.1% | -2.5% |
| YTD | +14.9% | +23.4% | -8.5% | +11.6% |
| 1Y | +9.3% | -3.8% | +13.1% | +8.6% |
| 3Y | +121.7% | -11.5% | +133.2% | +116.2% |
| All | +169.6% | -50.8% | +220.4% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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