+10.7%
TTMI vs GPN
+20.6%
-9.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.9% | -8.2% | -10.6% |
| 7D | -19.2% | +15.0% | -34.2% | -15.9% |
| 30D | -44.9% | +16.9% | -61.8% | -42.3% |
| 3M | -44.7% | +9.2% | -53.9% | -42.8% |
| 6M | -53.4% | +34.7% | -88.1% | -51.0% |
| YTD | +6.3% | +25.4% | -19.0% | +10.1% |
| 1Y | +10.7% | +21.7% | -11.0% | +14.7% |
| All | +10.7% | +20.6% | -9.9% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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