+873.0%
TTMI vs GAP
+108.0%
+765.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.6% | +0.6% | -2.9% |
| 7D | +7.5% | -3.2% | +10.7% | +8.3% |
| 30D | -4.5% | -0.7% | -3.8% | -4.7% |
| 3M | -28.5% | -0.5% | -28.1% | -29.1% |
| 6M | +28.4% | -5.0% | +33.3% | +28.6% |
| YTD | +80.1% | -14.7% | +94.7% | +84.9% |
| 1Y | +161.0% | -8.6% | +169.7% | +163.0% |
| All | +873.0% | +108.0% | +765.0% | +763.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling