+7,930.8%
TD vs GAP
+301.1%
+7,629.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +0.3% | -4.5% | +4.8% | +1.2% |
| 30D | +0.4% | +9.0% | -8.6% | -1.5% |
| 3M | +7.6% | +5.0% | +2.6% | +6.1% |
| 6M | +25.0% | -17.8% | +42.8% | +28.1% |
| YTD | +31.0% | -10.4% | +41.4% | +31.7% |
| 1Y | +65.2% | -3.4% | +68.6% | +62.9% |
| 3Y | +122.5% | +111.5% | +11.0% | +74.0% |
| 5Y | +124.8% | +8.8% | +116.0% | +90.3% |
| 10Y | +298.2% | +32.9% | +265.3% | +178.7% |
| All | +7,930.8% | +301.1% | +7,629.7% | +3,327.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling