+19.5%
TTMI vs GD
-0.9%
+20.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.8% | +10.6% | +8.1% |
| 7D | +5.9% | -5.3% | +11.1% | +3.7% |
| 30D | -4.3% | -6.4% | +2.1% | -6.7% |
| 3M | -32.0% | +5.7% | -37.8% | -31.3% |
| 6M | +19.5% | -0.9% | +20.4% | +29.4% |
| All | +19.5% | -0.9% | +20.4% | +29.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling