-72.2%
TTD vs GAP
+1.5%
-73.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.4% |
| 7D | +6.3% | -4.5% | +10.8% | +6.7% |
| 30D | -23.9% | +9.0% | -32.9% | -24.5% |
| 3M | -31.4% | +5.0% | -36.4% | -31.9% |
| 6M | -42.7% | -17.8% | -24.9% | -42.4% |
| YTD | -62.0% | -10.4% | -51.6% | -62.2% |
| 1Y | -72.2% | -3.4% | -68.8% | -72.9% |
| All | -72.2% | +1.5% | -73.7% | -72.9% |
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