+17.4%
TTMI vs GAP
-12.4%
+29.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -27.2% |
| 3M | -46.7% | +4.1% | -50.8% | -47.5% |
| 6M | -56.1% | +1.9% | -58.0% | -56.7% |
| YTD | +7.4% | -15.2% | +22.6% | +14.9% |
| 1Y | +17.4% | -10.6% | +28.0% | +24.0% |
| All | +17.4% | -12.4% | +29.8% | +24.0% |
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