+838.0%
TTMI vs GTLB
-50.1%
+888.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.0% | +3.4% |
| 7D | +0.7% | -5.7% | +6.4% | +1.4% |
| 30D | -8.4% | +15.1% | -23.6% | -10.3% |
| 3M | -32.5% | +65.5% | -97.9% | -37.3% |
| 6M | +32.5% | +102.9% | -70.4% | +17.8% |
| YTD | +83.2% | +25.2% | +58.0% | +74.6% |
| 1Y | +161.7% | -5.5% | +167.2% | +160.2% |
| 3Y | +890.1% | -10.9% | +901.0% | +862.6% |
| All | +838.0% | -50.1% | +888.1% | +767.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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