+10.7%
TTMI vs GAP
+10.4%
+0.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +8.0% | -18.1% | -11.7% |
| 7D | -19.2% | +8.0% | -27.1% | -20.6% |
| 30D | -44.9% | +2.7% | -47.6% | -45.3% |
| 3M | -44.7% | +16.0% | -60.8% | -47.3% |
| 6M | -53.4% | +2.0% | -55.4% | -53.3% |
| YTD | +6.3% | -4.4% | +10.8% | +9.0% |
| 1Y | +10.7% | +9.2% | +1.5% | +3.1% |
| All | +10.7% | +10.4% | +0.3% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling