+172.6%
TTMI vs GPC
+0.2%
+172.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.9% |
| 7D | +5.9% | +0.4% | +5.4% | +5.9% |
| 30D | -4.3% | +5.1% | -9.5% | -3.8% |
| 3M | -32.0% | +41.5% | -73.6% | -35.4% |
| 6M | +19.5% | +21.8% | -2.4% | +15.3% |
| YTD | +82.0% | +14.6% | +67.5% | +73.9% |
| 1Y | +172.6% | +1.3% | +171.4% | +166.5% |
| All | +172.6% | +0.2% | +172.4% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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