+396.7%
TTMI vs GD
+190.6%
+206.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.6% | +7.5% | +7.2% |
| 7D | -19.8% | -5.0% | -14.8% | -17.4% |
| 30D | -48.1% | +8.9% | -57.0% | -50.7% |
| 3M | -51.2% | -8.0% | -43.2% | -49.3% |
| 6M | -59.6% | +2.9% | -62.5% | -61.1% |
| YTD | -3.6% | +7.1% | -10.7% | -9.9% |
| 1Y | -2.3% | +5.9% | -8.3% | -7.9% |
| 3Y | +369.4% | +53.9% | +315.5% | +244.3% |
| 5Y | +365.4% | +95.4% | +270.0% | +188.4% |
| All | +396.7% | +190.6% | +206.1% | +95.0% |
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