+172.6%
TTMI vs GPN
+8.1%
+164.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +9.0% |
| 7D | +5.9% | +0.8% | +5.1% | +6.0% |
| 30D | -4.3% | +5.8% | -10.1% | -3.4% |
| 3M | -32.0% | +37.0% | -69.0% | -29.6% |
| 6M | +19.5% | +20.1% | -0.7% | +21.9% |
| YTD | +82.0% | +20.4% | +61.6% | +85.9% |
| 1Y | +172.6% | +7.4% | +165.2% | +178.3% |
| All | +172.6% | +8.1% | +164.6% | +178.3% |
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