+1,124.0%
TTMI vs GFI
+1,093.3%
+30.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +3.3% |
| 7D | +0.7% | -2.7% | +3.4% | +1.0% |
| 30D | -8.4% | +13.2% | -21.7% | -9.8% |
| 3M | -32.5% | +28.5% | -60.9% | -34.5% |
| 6M | +32.5% | -6.2% | +38.7% | +32.4% |
| YTD | +83.2% | +8.7% | +74.5% | +80.8% |
| 1Y | +161.7% | +24.8% | +136.8% | +155.6% |
| 3Y | +890.1% | +298.0% | +592.1% | +784.2% |
| 5Y | +832.4% | +546.0% | +286.4% | +696.3% |
| All | +1,124.0% | +1,093.3% | +30.7% | +962.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling