+396.8%
TPR vs GAP
+72.0%
+324.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -1.1% | -5.2% | +4.0% | +0.3% |
| 30D | +15.1% | -6.9% | +22.0% | +17.1% |
| 3M | -13.4% | +5.7% | -19.1% | -15.4% |
| 6M | +1.4% | +0.9% | +0.4% | -0.4% |
| YTD | +4.8% | -14.5% | +19.3% | +7.3% |
| 1Y | +29.2% | -12.1% | +41.3% | +31.0% |
| All | +396.8% | +72.0% | +324.8% | +348.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling