+169.1%
TTMI vs GD
+1,853.5%
-1,684.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.3% | -12.9% | -13.8% |
| 7D | -29.0% | -3.9% | -25.1% | -27.0% |
| 30D | -53.1% | +8.1% | -61.2% | -55.6% |
| 3M | -52.6% | -6.8% | -45.8% | -51.0% |
| 6M | -61.0% | +3.0% | -64.0% | -62.7% |
| YTD | -9.8% | +7.8% | -17.6% | -16.7% |
| 1Y | -11.2% | +5.8% | -17.0% | -16.8% |
| 3Y | +325.0% | +55.3% | +269.7% | +203.8% |
| 5Y | +335.4% | +96.7% | +238.7% | +163.0% |
| 10Y | +380.1% | +195.4% | +184.7% | +112.1% |
| All | +169.1% | +1,853.5% | -1,684.4% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling