+161.7%
TTMI vs GPN
+5.1%
+156.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.3% |
| 7D | +0.7% | -4.3% | +5.0% | -0.1% |
| 30D | -8.4% | 0.0% | -8.5% | -8.4% |
| 3M | -32.5% | +35.8% | -68.3% | -30.6% |
| 6M | +32.5% | +22.0% | +10.5% | +34.8% |
| YTD | +83.2% | +15.2% | +68.0% | +85.7% |
| 1Y | +161.7% | +3.5% | +158.2% | +166.0% |
| All | +161.7% | +5.1% | +156.6% | +166.0% |
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