+172.6%
TTMI vs GFS
+37.2%
+135.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.3% | +7.8% |
| 7D | +5.9% | +1.0% | +4.9% | +5.2% |
| 30D | -4.3% | -8.6% | +4.3% | +2.1% |
| 3M | -32.0% | -46.5% | +14.5% | +3.3% |
| 6M | +19.5% | -4.8% | +24.3% | +30.6% |
| YTD | +82.0% | +29.7% | +52.4% | +65.4% |
| 1Y | +172.6% | +35.8% | +136.8% | +144.6% |
| All | +172.6% | +37.2% | +135.4% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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