-53.1%
TE vs GAP
+52.0%
-105.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.1% |
| 7D | +0.2% | -4.1% | +4.3% | +1.0% |
| 30D | -5.9% | +6.2% | -12.1% | -7.1% |
| 3M | -45.6% | -0.7% | -44.9% | -45.9% |
| 6M | -43.4% | -7.1% | -36.2% | -43.2% |
| YTD | -31.0% | -14.1% | -16.9% | -30.2% |
| 1Y | +145.2% | -8.5% | +153.7% | +144.2% |
| 3Y | -24.1% | +115.4% | -139.4% | -37.0% |
| 5Y | -48.1% | +9.8% | -58.0% | -56.3% |
| All | -53.1% | +52.0% | -105.1% | -60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling