+379.4%
TTD vs GAP
+40.2%
+339.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.5% |
| 7D | +6.3% | -4.5% | +10.8% | +7.6% |
| 30D | -23.9% | +9.0% | -32.9% | -26.0% |
| 3M | -31.4% | +5.0% | -36.4% | -32.6% |
| 6M | -42.7% | -17.8% | -24.9% | -40.8% |
| YTD | -62.0% | -10.4% | -51.6% | -61.8% |
| 1Y | -72.2% | -3.4% | -68.8% | -72.9% |
| 3Y | -81.9% | +111.5% | -193.4% | -87.0% |
| 5Y | -81.5% | +8.8% | -90.4% | -85.2% |
| All | +379.4% | +40.2% | +339.2% | +190.4% |
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