+443.1%
TTMI vs GAP
+73.3%
+369.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.4% | +8.7% |
| 7D | +5.9% | -4.5% | +10.3% | +7.3% |
| 30D | -4.3% | +9.0% | -13.3% | -7.6% |
| 3M | -32.0% | +5.0% | -37.0% | -34.1% |
| 6M | +19.5% | -17.8% | +37.3% | +24.8% |
| YTD | +82.0% | -10.4% | +92.4% | +84.3% |
| 1Y | +172.6% | -3.4% | +176.0% | +168.5% |
| 3Y | +744.7% | +111.5% | +633.2% | +489.4% |
| 5Y | +805.6% | +8.8% | +796.7% | +616.4% |
| 10Y | +1,057.6% | +32.9% | +1,024.7% | +560.2% |
| All | +443.1% | +73.3% | +369.8% | +103.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling