+894.0%
TTMI vs GPN
+2,449.8%
-1,555.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.3% | -2.7% |
| 7D | +7.5% | -6.2% | +13.7% | +10.6% |
| 30D | -4.5% | +1.0% | -5.5% | -5.3% |
| 3M | -28.5% | +36.9% | -65.4% | -39.7% |
| 6M | +28.4% | +16.8% | +11.6% | +15.2% |
| YTD | +80.1% | +13.2% | +66.8% | +61.0% |
| 1Y | +161.0% | +1.4% | +159.6% | +143.1% |
| 3Y | +862.4% | -28.6% | +891.1% | +925.0% |
| 5Y | +812.9% | -47.0% | +859.9% | +981.8% |
| 10Y | +1,094.7% | +25.2% | +1,069.5% | +769.7% |
| All | +894.0% | +2,449.8% | -1,555.8% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling