+734.7%
TT vs GAP
+12.0%
+722.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.3% |
| 7D | +0.8% | -0.1% | +0.9% | +0.7% |
| 30D | -11.8% | -5.4% | -6.4% | -11.0% |
| 3M | -11.6% | +2.9% | -14.5% | -12.6% |
| 6M | -9.3% | -4.4% | -4.9% | -9.7% |
| YTD | +8.9% | -11.6% | +20.5% | +9.5% |
| 1Y | -2.2% | -6.0% | +3.8% | -3.1% |
| 3Y | +91.9% | +78.0% | +13.9% | +56.3% |
| 5Y | +136.0% | +8.5% | +127.5% | +101.9% |
| 10Y | +734.7% | +8.6% | +726.1% | +481.3% |
| All | +734.7% | +12.0% | +722.8% | +481.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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