+434.2%
TTMI vs GAP
+3.6%
+430.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.8% |
| 7D | +22.6% | -5.2% | +27.8% | +24.0% |
| 30D | -34.3% | -6.9% | -27.4% | -33.5% |
| 3M | -44.8% | +5.7% | -50.5% | -45.9% |
| 6M | -53.3% | +0.9% | -54.2% | -54.1% |
| YTD | +10.6% | -14.5% | +25.0% | +12.8% |
| 1Y | +8.2% | -12.1% | +20.3% | +9.6% |
| 3Y | +435.7% | +72.2% | +363.5% | +350.8% |
| 5Y | +434.2% | +4.5% | +429.6% | +330.0% |
| All | +434.2% | +3.6% | +430.6% | +330.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling