+161.7%
TTMI vs GNRC
+0.9%
+160.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.4% | +1.6% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | -8.4% | -15.7% | +7.3% | +1.7% |
| 3M | -32.5% | -27.3% | -5.1% | -18.1% |
| 6M | +32.5% | -12.1% | +44.5% | +47.2% |
| YTD | +83.2% | +37.1% | +46.1% | +70.8% |
| 1Y | +161.7% | -0.5% | +162.1% | +170.2% |
| All | +161.7% | +0.9% | +160.8% | +170.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling