+1,084.3%
TTMI vs GAP
+27.6%
+1,056.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.1% |
| 7D | +6.0% | -6.3% | +12.3% | +7.6% |
| 30D | -6.4% | -0.2% | -6.2% | -6.8% |
| 3M | -28.9% | 0.0% | -28.9% | -29.6% |
| 6M | +26.9% | -8.1% | +35.0% | +27.9% |
| YTD | +77.3% | -16.5% | +93.8% | +82.3% |
| 1Y | +147.5% | -10.5% | +158.0% | +149.8% |
| 3Y | +847.6% | +104.0% | +743.7% | +652.6% |
| 5Y | +802.2% | +6.8% | +795.5% | +678.9% |
| All | +1,084.3% | +27.6% | +1,056.7% | +722.6% |
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