+890.1%
TTMI vs GPN
-27.6%
+917.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.6% | +3.4% |
| 7D | +0.7% | -4.6% | +5.3% | +1.5% |
| 30D | -8.4% | -0.3% | -8.2% | -8.6% |
| 3M | -32.5% | +35.4% | -67.9% | -38.1% |
| 6M | +32.5% | +21.7% | +10.8% | +24.2% |
| YTD | +83.2% | +14.9% | +68.4% | +73.8% |
| 1Y | +161.7% | +3.2% | +158.5% | +156.8% |
| 3Y | +890.1% | -27.1% | +917.3% | +953.6% |
| All | +890.1% | -27.6% | +917.7% | +953.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling