-82.5%
TTD vs GAP
+5.8%
-88.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.6% | +4.3% |
| 7D | +20.8% | -9.3% | +30.1% | +24.5% |
| 30D | +33.8% | -5.5% | +39.3% | +36.3% |
| 3M | +17.8% | +3.5% | +14.4% | +15.7% |
| 6M | -25.7% | +0.7% | -26.4% | -27.4% |
| YTD | -57.9% | -13.4% | -44.6% | -57.5% |
| 1Y | -63.8% | -7.7% | -56.2% | -64.4% |
| 3Y | -75.0% | +74.4% | -149.5% | -83.2% |
| 5Y | -82.5% | +5.3% | -87.9% | -89.2% |
| All | -82.5% | +5.8% | -88.4% | -89.2% |
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