+170.7%
TT vs GTLB
-50.0%
+220.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | 0.0% |
| 7D | +1.6% | +4.6% | -3.0% | +1.1% |
| 30D | -7.3% | +21.0% | -28.3% | -9.0% |
| 3M | -2.6% | +51.7% | -54.3% | -6.5% |
| 6M | +5.9% | +89.3% | -83.4% | -1.1% |
| YTD | +15.4% | +25.6% | -10.2% | +11.9% |
| 1Y | +8.2% | -1.5% | +9.8% | +7.4% |
| 3Y | +122.7% | -9.9% | +132.6% | +116.7% |
| All | +170.7% | -50.0% | +220.6% | +156.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling