+28.4%
TTMI vs GNRC
-6.8%
+35.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -2.0% | -2.3% |
| 7D | +7.5% | +3.2% | +4.3% | +5.0% |
| 30D | -4.5% | -9.5% | +5.0% | +3.8% |
| 3M | -28.5% | -28.5% | 0.0% | -7.3% |
| 6M | +28.4% | -10.0% | +38.3% | +44.3% |
| All | +28.4% | -6.8% | +35.1% | +44.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling