+758.9%
TTMI vs GGLL
+328.4%
+430.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +12.2% | +1.9% | +10.3% | +11.4% |
| 30D | -5.7% | -9.7% | +4.0% | -3.0% |
| 3M | -27.5% | -18.0% | -9.5% | -24.4% |
| 6M | +47.1% | +15.3% | +31.9% | +33.8% |
| YTD | +87.5% | +2.2% | +85.3% | +77.8% |
| 1Y | +175.2% | +73.1% | +102.1% | +118.9% |
| 3Y | +901.9% | +242.7% | +659.2% | +486.5% |
| All | +758.9% | +328.4% | +430.5% | +329.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GGLL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling