-80.6%
TTD vs GAP
+9.4%
-90.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | +1.7% | +1.7% | 0.0% | +1.2% |
| 30D | +1.6% | +9.3% | -7.7% | -1.7% |
| 3M | -27.8% | +6.1% | -33.9% | -29.6% |
| 6M | -52.1% | -2.3% | -49.8% | -52.8% |
| YTD | -63.1% | -10.6% | -52.5% | -62.9% |
| 1Y | -73.1% | -4.4% | -68.6% | -73.8% |
| 3Y | -83.3% | +118.3% | -201.6% | -89.8% |
| 5Y | -80.6% | +12.2% | -92.8% | -87.9% |
| All | -80.6% | +9.4% | -90.0% | -87.9% |
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 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