+16.0%
TTMI vs GD
+7.0%
+9.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -27.9% |
| 3M | -39.8% | -5.8% | -34.0% | -38.4% |
| 6M | -51.7% | +7.7% | -59.4% | -52.2% |
| YTD | +14.1% | +11.1% | +3.0% | +7.6% |
| 1Y | +16.0% | +6.1% | +9.9% | +20.4% |
| All | +16.0% | +7.0% | +9.0% | +20.4% |
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