+443.1%
TTMI vs GD
+174.7%
+268.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.1% | +9.0% | +9.0% |
| 7D | +7.2% | +0.6% | +6.6% | +7.1% |
| 30D | -28.7% | +9.5% | -38.1% | -32.3% |
| 3M | -39.8% | -5.8% | -34.0% | -38.1% |
| 6M | -51.7% | +7.7% | -59.4% | -54.6% |
| YTD | +14.1% | +11.1% | +3.0% | +4.6% |
| 1Y | +16.0% | +6.1% | +9.9% | +9.6% |
| 3Y | +452.7% | +59.8% | +392.8% | +297.4% |
| 5Y | +451.5% | +104.6% | +346.9% | +233.3% |
| 10Y | +443.1% | +170.6% | +272.6% | +138.2% |
| All | +443.1% | +174.7% | +268.4% | +138.2% |
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