+1,297.6%
TNA vs GAP
+247.8%
+1,049.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.1% |
| 7D | +4.1% | +1.7% | +2.3% | +2.7% |
| 30D | -7.6% | +9.3% | -17.0% | -15.9% |
| 3M | +8.1% | +6.1% | +2.0% | 0.0% |
| 6M | +49.0% | -2.3% | +51.3% | +43.8% |
| YTD | +51.7% | -10.6% | +62.3% | +55.2% |
| 1Y | +59.6% | -4.4% | +64.1% | +54.0% |
| 3Y | +118.9% | +118.3% | +0.6% | -16.1% |
| 5Y | -19.2% | +12.2% | -31.4% | -50.0% |
| 10Y | +77.2% | +33.7% | +43.5% | -30.6% |
| All | +1,297.6% | +247.8% | +1,049.9% | +15.2% |
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