+146.0%
TT vs GAP
+9.0%
+137.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.8% |
| 7D | 0.0% | -4.5% | +4.5% | +0.7% |
| 30D | -7.2% | +9.0% | -16.2% | -8.6% |
| 3M | -3.0% | +5.0% | -8.0% | -4.1% |
| 6M | +1.4% | -17.8% | +19.2% | +3.6% |
| YTD | +15.9% | -10.4% | +26.3% | +16.6% |
| 1Y | +9.4% | -3.4% | +12.8% | +8.4% |
| 3Y | +124.4% | +111.5% | +12.9% | +84.5% |
| All | +146.0% | +9.0% | +137.1% | +103.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling