+838.9%
TTMI vs GFS
-2.1%
+841.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | +6.0% | +3.2% | +2.8% | +4.5% |
| 30D | -6.4% | -9.6% | +3.1% | -1.9% |
| 3M | -28.9% | -38.5% | +9.6% | -11.3% |
| 6M | +26.9% | -1.3% | +28.2% | +32.6% |
| YTD | +77.3% | +31.8% | +45.5% | +65.6% |
| 1Y | +147.5% | +44.6% | +102.9% | +124.1% |
| 3Y | +847.6% | -20.6% | +868.3% | +900.9% |
| All | +838.9% | -2.1% | +841.0% | +823.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling