+172.6%
TTMI vs GFI
+45.3%
+127.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.6% | +10.4% | +9.5% |
| 7D | +5.9% | +3.1% | +2.7% | +4.4% |
| 30D | -4.3% | +27.1% | -31.4% | -14.0% |
| 3M | -32.0% | +21.2% | -53.2% | -38.3% |
| 6M | +19.5% | -4.5% | +24.0% | +18.5% |
| YTD | +82.0% | +11.7% | +70.3% | +64.6% |
| 1Y | +172.6% | +46.0% | +126.6% | +133.4% |
| All | +172.6% | +45.3% | +127.4% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling