+396.5%
TTMI vs GAP
+1.5%
+395.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.0% | -2.7% |
| 7D | +11.4% | -1.9% | +13.3% | +11.9% |
| 30D | -28.3% | -7.1% | -21.2% | -27.4% |
| 3M | -46.7% | +4.1% | -50.8% | -47.6% |
| 6M | -56.1% | +1.9% | -58.0% | -57.0% |
| YTD | +7.4% | -15.2% | +22.6% | +9.6% |
| 1Y | +17.4% | -10.6% | +28.0% | +18.2% |
| 3Y | +429.1% | +74.6% | +354.6% | +334.6% |
| 5Y | +418.8% | +3.7% | +415.1% | +350.9% |
| All | +396.5% | +1.5% | +395.0% | +249.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling