+821.7%
TTMI vs GTLB
-50.8%
+872.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -3.7% |
| 7D | +7.5% | -6.6% | +14.1% | +8.4% |
| 30D | -4.5% | +13.7% | -18.2% | -6.3% |
| 3M | -28.5% | +52.9% | -81.4% | -32.9% |
| 6M | +28.4% | +88.5% | -60.1% | +15.3% |
| YTD | +80.1% | +23.4% | +56.6% | +71.9% |
| 1Y | +161.0% | -3.8% | +164.8% | +158.8% |
| 3Y | +862.4% | -11.5% | +873.9% | +836.6% |
| All | +821.7% | -50.8% | +872.6% | +754.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling