+125.4%
TD vs GAP
+3.0%
+122.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.1% |
| 7D | -2.6% | -6.3% | +3.7% | -1.9% |
| 30D | -1.0% | -0.2% | -0.8% | -1.1% |
| 3M | +5.6% | 0.0% | +5.6% | +5.3% |
| 6M | +27.1% | -8.1% | +35.2% | +27.5% |
| YTD | +29.4% | -16.5% | +45.9% | +30.9% |
| 1Y | +60.7% | -10.5% | +71.1% | +60.8% |
| 3Y | +127.6% | +104.0% | +23.6% | +95.2% |
| 5Y | +125.4% | +6.8% | +118.6% | +93.8% |
| All | +125.4% | +3.0% | +122.4% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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