-84.3%
TE vs GAP
+2.1%
-86.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.8% |
| 7D | -19.1% | -1.9% | -17.2% | -18.6% |
| 30D | -34.1% | -7.1% | -27.1% | -32.7% |
| 3M | -60.1% | +4.1% | -64.2% | -60.7% |
| 6M | -66.0% | +1.9% | -67.9% | -66.6% |
| YTD | -71.4% | -15.2% | -56.2% | -70.9% |
| 1Y | -45.3% | -10.6% | -34.6% | -45.2% |
| 3Y | +9.1% | +74.6% | -65.4% | -20.4% |
| All | -84.3% | +2.1% | -86.5% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling