-10.5%
TEM vs GAP
+10.4%
-20.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +8.0% | -10.8% | -4.2% |
| 7D | -1.3% | +8.0% | -9.3% | -2.6% |
| 30D | -9.5% | +2.7% | -12.2% | -10.0% |
| 3M | +60.7% | +16.0% | +44.7% | +55.3% |
| 6M | +35.5% | +2.0% | +33.5% | +34.7% |
| YTD | +28.0% | -4.4% | +32.5% | +25.6% |
| 1Y | -10.5% | +9.2% | -19.7% | -18.6% |
| All | -10.5% | +10.4% | -20.9% | -18.6% |
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