+157.3%
TT vs GTLB
-49.8%
+207.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +8.1% | -3.5% | +11.5% | +8.4% |
| 30D | -11.3% | -9.0% | -2.3% | -10.6% |
| 3M | -11.2% | +15.9% | -27.0% | -12.6% |
| 6M | -8.9% | +104.9% | -113.8% | -15.3% |
| YTD | +9.7% | +26.0% | -16.3% | +6.2% |
| 1Y | +1.3% | +1.8% | -0.5% | +0.1% |
| 3Y | +93.4% | +6.0% | +87.4% | +85.0% |
| 5Y | +133.5% | -62.2% | +195.7% | +124.6% |
| All | +157.3% | -49.8% | +207.2% | +143.6% |
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