+1,298.2%
TTMI vs GNRC
+2,020.8%
-722.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.0% | -0.6% |
| 7D | +6.0% | -0.7% | +6.8% | +6.4% |
| 30D | -6.4% | -15.8% | +9.4% | -0.3% |
| 3M | -28.9% | -24.0% | -4.9% | -21.0% |
| 6M | +26.9% | -13.8% | +40.7% | +35.2% |
| YTD | +77.3% | +33.2% | +44.1% | +62.4% |
| 1Y | +147.5% | -1.8% | +149.3% | +149.6% |
| 3Y | +847.6% | +57.7% | +789.9% | +698.0% |
| 5Y | +802.2% | -59.7% | +862.0% | +966.0% |
| 10Y | +1,076.3% | +430.7% | +645.6% | +396.9% |
| All | +1,298.2% | +2,020.8% | -722.6% | +192.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling