+369.4%
TTMI vs GD
+54.3%
+315.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.6% | +7.5% | +7.0% |
| 7D | -19.8% | -5.0% | -14.8% | -19.0% |
| 30D | -48.1% | +8.9% | -57.0% | -49.0% |
| 3M | -51.2% | -8.0% | -43.2% | -50.1% |
| 6M | -59.6% | +2.9% | -62.5% | -60.2% |
| YTD | -3.6% | +7.1% | -10.7% | -6.5% |
| 1Y | -2.3% | +5.9% | -8.3% | -4.6% |
| 3Y | +369.4% | +53.9% | +315.5% | +290.3% |
| All | +369.4% | +54.3% | +315.0% | +290.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling