+212.3%
TTMI vs GPC
+1,411.6%
-1,199.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.6% |
| 7D | -11.5% | +0.4% | -11.9% | -11.6% |
| 30D | -40.3% | -1.8% | -38.5% | -40.5% |
| 3M | -44.5% | -6.6% | -37.9% | -43.0% |
| 6M | -54.1% | +21.3% | -75.4% | -62.5% |
| YTD | +4.7% | +4.3% | +0.4% | -6.8% |
| 1Y | +3.3% | +3.3% | +0.1% | -7.5% |
| 3Y | +407.2% | +0.8% | +406.5% | +328.1% |
| 5Y | +406.5% | +7.4% | +399.1% | +291.7% |
| 10Y | +420.4% | +79.2% | +341.1% | +134.3% |
| All | +212.3% | +1,411.6% | -1,199.3% | -65.4% |
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