+142.7%
GAP vs TMF
-68.9%
+211.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.6% |
| 7D | -4.5% | -1.4% | -3.0% | -4.7% |
| 30D | +9.0% | -2.8% | +11.9% | +8.6% |
| 3M | +5.0% | -10.9% | +15.9% | +3.0% |
| 6M | -17.8% | -21.3% | +3.5% | -21.0% |
| YTD | -10.4% | -15.9% | +5.5% | -12.8% |
| 1Y | -3.4% | -15.7% | +12.4% | -5.8% |
| 3Y | +111.5% | -43.4% | +154.8% | +95.5% |
| 5Y | +8.8% | -87.8% | +96.6% | -26.9% |
| 10Y | +32.9% | -86.7% | +119.6% | +4.0% |
| All | +142.7% | -68.9% | +211.6% | +145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling