-19.1%
TE vs GAP
+108.0%
-127.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.6% | +1.6% | -2.1% |
| 7D | +15.0% | -3.2% | +18.2% | +15.7% |
| 30D | -7.5% | -0.7% | -6.8% | -7.6% |
| 3M | -42.0% | -0.5% | -41.5% | -42.2% |
| 6M | -31.4% | -5.0% | -26.4% | -31.5% |
| YTD | -26.5% | -14.7% | -11.8% | -25.4% |
| 1Y | +153.1% | -8.6% | +161.7% | +151.9% |
| All | -19.1% | +108.0% | -127.1% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling