+9.3%
TT vs GAP
-8.8%
+18.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.1% | +0.2% |
| 7D | +1.4% | -3.2% | +4.6% | +1.8% |
| 30D | -6.7% | -0.7% | -6.0% | -6.7% |
| 3M | -5.4% | -0.5% | -5.0% | -5.5% |
| 6M | +4.4% | -5.0% | +9.4% | +4.2% |
| YTD | +14.9% | -14.7% | +29.6% | +17.0% |
| 1Y | +9.3% | -8.6% | +17.9% | +8.7% |
| All | +9.3% | -8.8% | +18.0% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling