+76.5%
TNA vs GAP
+31.2%
+45.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | -0.9% |
| 7D | -7.3% | -4.1% | -3.2% | -4.6% |
| 30D | -14.2% | +6.2% | -20.4% | -18.9% |
| 3M | -4.6% | -0.7% | -3.9% | -6.7% |
| 6M | +36.9% | -7.1% | +44.0% | +38.1% |
| YTD | +42.5% | -14.1% | +56.6% | +50.3% |
| 1Y | +45.8% | -8.5% | +54.3% | +46.5% |
| 3Y | +104.7% | +115.4% | -10.7% | -7.0% |
| 5Y | -21.7% | +9.8% | -31.5% | -45.1% |
| All | +76.5% | +31.2% | +45.3% | -4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling