+4.2%
GAP vs TDY
+6,954.6%
-6,950.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -2.9% | -4.1% |
| 7D | -3.2% | -1.8% | -1.3% | -2.6% |
| 30D | -0.7% | -13.8% | +13.1% | +3.8% |
| 3M | -0.5% | -3.9% | +3.4% | +0.5% |
| 6M | -5.0% | -9.0% | +4.0% | -2.6% |
| YTD | -14.7% | +16.5% | -31.2% | -18.8% |
| 1Y | -8.6% | +9.3% | -17.9% | -11.4% |
| 3Y | +108.4% | +45.1% | +63.3% | +85.3% |
| 5Y | +5.8% | +35.0% | -29.2% | -3.7% |
| 10Y | +29.6% | +469.0% | -439.4% | -14.7% |
| All | +4.2% | +6,954.6% | -6,950.4% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling