+429.1%
TTMI vs GGLL
+166.5%
+262.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.2% |
| 7D | +11.4% | +7.7% | +3.7% | +8.8% |
| 30D | -28.3% | -30.2% | +1.9% | -20.0% |
| 3M | -46.7% | -31.3% | -15.4% | -40.6% |
| 6M | -56.1% | -52.1% | -4.0% | -45.8% |
| YTD | +7.4% | -25.9% | +33.2% | +11.9% |
| 1Y | +17.4% | -8.5% | +25.9% | +14.3% |
| 3Y | +429.1% | +165.5% | +263.6% | +284.2% |
| All | +429.1% | +166.5% | +262.6% | +284.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling