+240.3%
TTMI vs GPC
+1,400.0%
-1,159.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.8% | +9.7% | +9.5% |
| 7D | +7.2% | -2.1% | +9.3% | +9.0% |
| 30D | -28.7% | -4.5% | -24.1% | -27.4% |
| 3M | -39.8% | -7.7% | -32.1% | -37.8% |
| 6M | -51.7% | +24.3% | -76.0% | -61.3% |
| YTD | +14.1% | +3.5% | +10.6% | +2.0% |
| 1Y | +16.0% | +0.7% | +15.2% | +5.6% |
| 3Y | +452.7% | 0.0% | +452.7% | +368.7% |
| 5Y | +451.5% | +5.8% | +445.7% | +330.9% |
| 10Y | +443.1% | +75.8% | +367.4% | +148.3% |
| All | +240.3% | +1,400.0% | -1,159.7% | -62.1% |
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