+234.9%
TPR vs GAP
+2.1%
+232.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.1% |
| 7D | -0.3% | -1.9% | +1.6% | +0.3% |
| 30D | +15.1% | -7.1% | +22.2% | +17.5% |
| 3M | +3.5% | +4.1% | -0.6% | +1.2% |
| 6M | +0.4% | +1.9% | -1.5% | -2.0% |
| YTD | +4.6% | -15.2% | +19.8% | +7.7% |
| 1Y | +33.1% | -10.6% | +43.7% | +34.3% |
| 3Y | +396.0% | +74.6% | +321.4% | +261.6% |
| All | +234.9% | +2.1% | +232.8% | +161.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling