-25.8%
TE vs GAP
+10.4%
-36.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +8.0% | -11.5% | -5.0% |
| 7D | +3.8% | +8.0% | -4.2% | +2.3% |
| 30D | -26.2% | +2.7% | -28.9% | -26.5% |
| 3M | -49.7% | +16.0% | -65.8% | -51.1% |
| 6M | -46.5% | +2.0% | -48.5% | -47.0% |
| YTD | -59.1% | -4.4% | -54.7% | -58.8% |
| 1Y | -25.8% | +9.2% | -35.0% | -35.5% |
| All | -25.8% | +10.4% | -36.2% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling