+7.1%
GAP vs TMF
-88.0%
+95.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -4.0% | -4.1% |
| 7D | -3.8% | +1.2% | -5.0% | -3.8% |
| 30D | -9.0% | +19.7% | -28.8% | -9.9% |
| 3M | +5.5% | -2.1% | +7.6% | +5.5% |
| 6M | -11.1% | -13.4% | +2.4% | -10.5% |
| YTD | -13.6% | -16.7% | +3.2% | -12.9% |
| 1Y | -2.9% | -23.3% | +20.5% | -1.8% |
| 3Y | +69.6% | -24.8% | +94.4% | +70.6% |
| All | +7.1% | -88.0% | +95.1% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling