+804.9%
TTMI vs GD
+68.4%
+736.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.8% | +10.6% | +9.2% |
| 7D | +5.9% | -5.3% | +11.1% | +7.1% |
| 30D | -4.3% | -6.4% | +2.1% | -2.9% |
| 3M | -32.0% | +5.7% | -37.8% | -33.7% |
| 6M | +19.5% | -0.9% | +20.4% | +19.6% |
| YTD | +82.0% | +8.2% | +73.9% | +76.5% |
| 1Y | +172.6% | +13.4% | +159.2% | +161.3% |
| All | +804.9% | +68.4% | +736.5% | +719.3% |
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