-9.8%
TRI vs GAP
+8.7%
-18.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.5% |
| 7D | -7.9% | -4.1% | -3.8% | -7.6% |
| 30D | -4.5% | +6.2% | -10.7% | -4.9% |
| 3M | +22.1% | -0.7% | +22.8% | +22.0% |
| 6M | -2.8% | -7.1% | +4.3% | -2.8% |
| YTD | -23.4% | -14.1% | -9.3% | -23.1% |
| 1Y | -41.5% | -8.5% | -33.0% | -41.7% |
| 3Y | -19.2% | +115.4% | -134.6% | -26.9% |
| All | -9.8% | +8.7% | -18.6% | -19.4% |
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 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