+443.1%
TTMI vs GPC
+1,573.7%
-1,130.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.1% | +7.7% | +8.1% |
| 7D | +5.9% | +1.2% | +4.7% | +5.1% |
| 30D | -4.3% | +6.0% | -10.3% | -8.1% |
| 3M | -32.0% | +42.6% | -74.7% | -49.3% |
| 6M | +19.5% | +22.8% | -3.3% | -1.2% |
| YTD | +82.0% | +15.5% | +66.6% | +54.1% |
| 1Y | +172.6% | +2.0% | +170.6% | +150.7% |
| 3Y | +744.7% | -1.4% | +746.1% | +639.8% |
| 5Y | +805.6% | +30.6% | +775.0% | +516.1% |
| 10Y | +1,057.6% | +80.6% | +977.0% | +435.9% |
| All | +443.1% | +1,573.7% | -1,130.6% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling