+863.9%
TTMI vs GFS
-3.7%
+867.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.3% | +8.2% |
| 7D | +5.9% | +1.0% | +4.9% | +5.4% |
| 30D | -4.3% | -8.6% | +4.3% | -0.2% |
| 3M | -32.0% | -46.5% | +14.5% | -10.2% |
| 6M | +19.5% | -4.8% | +24.3% | +26.8% |
| YTD | +82.0% | +29.7% | +52.4% | +71.3% |
| 1Y | +172.6% | +35.8% | +136.8% | +152.5% |
| 3Y | +744.7% | -18.3% | +763.0% | +786.9% |
| All | +863.9% | -3.7% | +867.6% | +855.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling