+60.5%
TEM vs GAP
-6.3%
+66.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +0.9% | -4.5% | +5.4% | +2.9% |
| 30D | +38.4% | +9.0% | +29.3% | +31.0% |
| 3M | +23.7% | +5.0% | +18.7% | +18.7% |
| 6M | +26.0% | -17.8% | +43.8% | +34.2% |
| YTD | +9.4% | -10.4% | +19.8% | +10.0% |
| 1Y | -17.3% | -3.4% | -13.9% | -21.6% |
| All | +60.5% | -6.3% | +66.9% | +47.1% |
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