+12,759.1%
TDG vs GAP
+107.5%
+12,651.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -0.5% |
| 7D | -2.4% | -3.2% | +0.7% | -1.6% |
| 30D | -8.0% | -0.7% | -7.3% | -8.1% |
| 3M | -10.5% | -0.5% | -10.0% | -10.9% |
| 6M | -11.9% | -5.0% | -6.9% | -11.9% |
| YTD | -15.4% | -14.7% | -0.7% | -13.7% |
| 1Y | -14.2% | -8.6% | -5.6% | -14.7% |
| 3Y | +51.0% | +108.4% | -57.3% | +7.5% |
| 5Y | +126.5% | +5.8% | +120.7% | +82.2% |
| 10Y | +535.6% | +29.6% | +505.9% | +287.7% |
| All | +12,759.1% | +107.5% | +12,651.6% | +4,958.2% |
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