+890.1%
TTMI vs GFI
+287.6%
+602.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.6% | +3.6% |
| 7D | +0.7% | -4.9% | +5.5% | +1.6% |
| 30D | -8.4% | +10.7% | -19.2% | -10.6% |
| 3M | -32.5% | +25.6% | -58.1% | -36.1% |
| 6M | +32.5% | -8.3% | +40.7% | +32.3% |
| YTD | +83.2% | +6.3% | +76.9% | +79.3% |
| 1Y | +161.7% | +22.1% | +139.6% | +153.2% |
| 3Y | +890.1% | +289.2% | +600.9% | +763.0% |
| All | +890.1% | +287.6% | +602.5% | +763.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling