-10.2%
TPR vs GAP
-9.9%
-0.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.1% |
| 7D | +14.2% | -3.8% | +18.0% | +14.7% |
| 30D | +17.1% | -9.0% | +26.1% | +19.0% |
| 3M | -17.7% | +5.5% | -23.2% | -19.4% |
| 6M | -10.2% | -11.1% | +0.9% | -9.4% |
| All | -10.2% | -9.9% | -0.3% | -9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling