+430.9%
TTD vs GAP
+35.6%
+395.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.6% | +4.2% |
| 7D | +20.8% | -9.3% | +30.1% | +24.0% |
| 30D | +33.8% | -5.5% | +39.3% | +35.9% |
| 3M | +17.8% | +3.5% | +14.4% | +16.1% |
| 6M | -25.7% | +0.7% | -26.4% | -27.1% |
| YTD | -57.9% | -13.4% | -44.6% | -57.5% |
| 1Y | -63.8% | -7.7% | -56.2% | -64.2% |
| 3Y | -75.0% | +74.4% | -149.5% | -80.9% |
| 5Y | -82.5% | +5.3% | -87.9% | -85.9% |
| 10Y | +527.9% | +4.7% | +523.2% | +312.7% |
| All | +430.9% | +35.6% | +395.3% | +223.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling