+725.9%
TTMI vs GH
+467.1%
+258.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.5% |
| 7D | +0.7% | -2.5% | +3.2% | +1.1% |
| 30D | -8.4% | -4.7% | -3.8% | -7.8% |
| 3M | -32.5% | +20.2% | -52.7% | -34.7% |
| 6M | +32.5% | +78.8% | -46.3% | +19.3% |
| YTD | +83.2% | +54.1% | +29.2% | +68.8% |
| 1Y | +161.7% | +177.1% | -15.4% | +117.8% |
| 3Y | +890.1% | +371.6% | +518.5% | +621.7% |
| 5Y | +832.4% | +21.9% | +810.5% | +673.4% |
| All | +725.9% | +467.1% | +258.7% | +392.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling