-30.9%
TTMI vs GD
+8.9%
-39.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -1.9% | -3.1% |
| 7D | +22.6% | +1.9% | +20.7% | +22.4% |
| 30D | -34.3% | +9.2% | -43.5% | -34.8% |
| All | -30.9% | +8.9% | -39.8% | -31.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling