+90.2%
TT vs GTLB
+12.7%
+77.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.5% |
| 7D | -2.0% | -11.1% | +9.1% | -1.4% |
| 30D | -14.0% | -7.5% | -6.5% | -13.7% |
| 3M | -15.9% | +34.8% | -50.6% | -17.4% |
| 6M | -17.3% | +98.0% | -115.3% | -21.1% |
| YTD | +4.0% | +28.1% | -24.2% | +3.0% |
| 1Y | -7.1% | +5.6% | -12.7% | -6.0% |
| 3Y | +90.2% | +15.9% | +74.3% | +87.5% |
| All | +90.2% | +12.7% | +77.5% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling