+396.5%
TTMI vs GD
+165.7%
+230.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | +11.4% | +2.7% | +8.7% | +9.9% |
| 30D | -28.3% | +8.6% | -36.9% | -31.6% |
| 3M | -46.7% | -7.1% | -39.6% | -44.8% |
| 6M | -56.1% | +7.5% | -63.6% | -58.7% |
| YTD | +7.4% | +9.9% | -2.6% | -1.0% |
| 1Y | +17.4% | +7.6% | +9.9% | +10.0% |
| 3Y | +429.1% | +56.2% | +372.9% | +285.9% |
| 5Y | +418.8% | +100.6% | +318.1% | +217.4% |
| All | +396.5% | +165.7% | +230.8% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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