-8.5%
GAP vs TDY
+10.5%
-19.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.6% | +2.3% |
| 7D | -4.1% | -1.1% | -3.0% | -3.6% |
| 30D | +6.2% | -12.0% | +18.3% | +12.0% |
| 3M | -0.7% | -3.2% | +2.5% | 0.0% |
| 6M | -7.1% | -7.9% | +0.8% | -4.4% |
| YTD | -14.1% | +18.2% | -32.3% | -23.6% |
| 1Y | -8.5% | +6.7% | -15.2% | -16.0% |
| All | -8.5% | +10.5% | -19.0% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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