-38.4%
TRI vs GAP
+1.5%
-39.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.5% |
| 7D | -0.5% | -4.5% | +4.0% | -0.2% |
| 30D | +7.9% | +9.0% | -1.2% | +7.1% |
| 3M | +24.1% | +5.0% | +19.1% | +22.7% |
| 6M | +3.8% | -17.8% | +21.6% | +3.9% |
| YTD | -16.9% | -10.4% | -6.5% | -18.0% |
| 1Y | -38.4% | -3.4% | -35.0% | -41.8% |
| All | -38.4% | +1.5% | -39.9% | -41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling