+143.6%
TE vs GAP
-10.2%
+153.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -6.5% |
| 7D | +0.9% | -6.3% | +7.2% | +1.7% |
| 30D | -16.3% | -0.2% | -16.0% | -16.0% |
| 3M | -40.8% | 0.0% | -40.8% | -40.5% |
| 6M | -42.6% | -8.1% | -34.5% | -42.1% |
| YTD | -31.4% | -16.5% | -15.0% | -29.2% |
| All | +143.6% | -10.2% | +153.8% | +148.7% |
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 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