+361.1%
TTD vs GAP
+33.5%
+327.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | +0.2% |
| 7D | -4.6% | -3.2% | -1.4% | -3.8% |
| 30D | +3.7% | -0.7% | +4.4% | +3.4% |
| 3M | -30.2% | -0.5% | -29.7% | -30.5% |
| 6M | -51.4% | -5.0% | -46.4% | -51.6% |
| YTD | -63.4% | -14.7% | -48.8% | -62.8% |
| 1Y | -73.5% | -8.6% | -64.9% | -73.8% |
| 3Y | -83.5% | +108.4% | -191.8% | -88.1% |
| 5Y | -80.9% | +5.8% | -86.7% | -84.6% |
| All | +361.1% | +33.5% | +327.6% | +182.9% |
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 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