-74.8%
TTD vs GAP
+74.3%
-149.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.6% | +4.0% |
| 7D | +20.8% | -9.3% | +30.1% | +23.1% |
| 30D | +33.8% | -5.5% | +39.3% | +35.4% |
| 3M | +17.8% | +3.5% | +14.4% | +16.6% |
| 6M | -25.7% | +0.7% | -26.4% | -26.7% |
| YTD | -57.9% | -13.4% | -44.6% | -57.6% |
| 1Y | -63.8% | -7.7% | -56.2% | -64.2% |
| All | -74.8% | +74.3% | -149.1% | -77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling