+444.9%
TTMI vs GPC
-0.2%
+445.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -3.0% |
| 7D | +22.6% | -1.3% | +23.9% | +22.7% |
| 30D | -34.3% | -6.0% | -28.3% | -34.0% |
| 3M | -44.8% | -7.6% | -37.1% | -44.4% |
| 6M | -53.3% | +24.2% | -77.5% | -56.6% |
| YTD | +10.6% | +2.7% | +7.8% | +6.7% |
| 1Y | +8.2% | +0.2% | +8.0% | +5.2% |
| All | +444.9% | -0.2% | +445.1% | +396.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling