-53.2%
TE vs GAP
+58.5%
-111.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -4.0% | -4.5% | +0.5% | -3.1% |
| 30D | -15.9% | +9.0% | -24.9% | -17.5% |
| 3M | -60.5% | +5.0% | -65.5% | -61.2% |
| 6M | -35.2% | -17.8% | -17.4% | -33.7% |
| YTD | -31.1% | -10.4% | -20.7% | -30.9% |
| 1Y | +148.6% | -3.4% | +152.0% | +145.2% |
| 3Y | -26.4% | +111.5% | -137.9% | -38.8% |
| 5Y | -48.0% | +8.8% | -56.8% | -56.5% |
| All | -53.2% | +58.5% | -111.7% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling