+1,124.0%
TTMI vs GPN
+28.5%
+1,095.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +0.7% | -4.3% | +5.0% | +2.3% |
| 30D | -8.4% | 0.0% | -8.5% | -8.8% |
| 3M | -32.5% | +35.8% | -68.3% | -41.8% |
| 6M | +32.5% | +22.0% | +10.5% | +18.3% |
| YTD | +83.2% | +15.2% | +68.0% | +65.2% |
| 1Y | +161.7% | +3.5% | +158.2% | +145.3% |
| 3Y | +890.1% | -26.9% | +917.1% | +956.4% |
| 5Y | +832.4% | -44.2% | +876.7% | +985.1% |
| All | +1,124.0% | +28.5% | +1,095.5% | +1,034.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling