+1,124.0%
TTMI vs GNRC
+448.8%
+675.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.4% | +2.3% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | -8.4% | -15.7% | +7.3% | -2.4% |
| 3M | -32.5% | -27.3% | -5.1% | -23.8% |
| 6M | +32.5% | -12.1% | +44.5% | +40.5% |
| YTD | +83.2% | +37.1% | +46.1% | +67.1% |
| 1Y | +161.7% | -0.5% | +162.1% | +163.5% |
| 3Y | +890.1% | +61.5% | +828.6% | +732.6% |
| 5Y | +832.4% | -58.6% | +891.0% | +1,002.8% |
| All | +1,124.0% | +448.8% | +675.2% | +335.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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