-4.9%
GAP vs TMF
-22.6%
+17.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -4.3% | +16.3% | -20.6% | -7.4% |
| 3M | +9.4% | -2.7% | +12.1% | +10.2% |
| 6M | -3.3% | -13.2% | +9.9% | -0.9% |
| YTD | -10.5% | -16.7% | +6.1% | -8.5% |
| All | -4.9% | -22.6% | +17.6% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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