+17.4%
TTMI vs GD
+5.9%
+11.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | +11.4% | +2.7% | +8.7% | +11.4% |
| 30D | -28.3% | +8.6% | -36.9% | -27.4% |
| 3M | -46.7% | -7.1% | -39.6% | -45.5% |
| 6M | -56.1% | +7.5% | -63.6% | -56.5% |
| YTD | +7.4% | +9.9% | -2.6% | +3.0% |
| 1Y | +17.4% | +7.6% | +9.9% | +17.7% |
| All | +17.4% | +5.9% | +11.5% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling