+443.1%
TTMI vs GD
+1,860.6%
-1,417.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.8% | +10.6% | +10.0% |
| 7D | +5.9% | -5.3% | +11.1% | +9.3% |
| 30D | -4.3% | -6.4% | +2.1% | -0.5% |
| 3M | -32.0% | +5.7% | -37.8% | -35.4% |
| 6M | +19.5% | -0.9% | +20.4% | +17.5% |
| YTD | +82.0% | +8.2% | +73.9% | +69.0% |
| 1Y | +172.6% | +13.4% | +159.2% | +145.8% |
| 3Y | +744.7% | +68.5% | +676.2% | +473.0% |
| 5Y | +805.6% | +97.2% | +708.4% | +449.8% |
| 10Y | +1,057.6% | +190.2% | +867.4% | +421.2% |
| All | +443.1% | +1,860.6% | -1,417.5% | -21.0% |
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