+101.4%
TD vs GAP
+2.1%
+99.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +1.1% | -1.9% | +3.0% | +1.3% |
| 30D | +5.2% | -7.1% | +12.3% | +6.0% |
| 3M | +1.2% | +4.1% | -2.9% | +0.5% |
| 6M | +17.7% | +1.9% | +15.8% | +16.8% |
| YTD | +34.2% | -15.2% | +49.4% | +35.4% |
| 1Y | +55.4% | -10.6% | +66.1% | +55.7% |
| 3Y | +130.4% | +74.6% | +55.8% | +102.5% |
| All | +101.4% | +2.1% | +99.3% | +70.7% |
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