+524.6%
TRI vs GAP
+163.5%
+361.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.5% |
| 7D | -7.1% | +1.7% | -8.8% | -7.3% |
| 30D | -2.3% | +9.3% | -11.7% | -3.6% |
| 3M | +19.6% | +6.1% | +13.5% | +18.4% |
| 6M | -8.7% | -2.3% | -6.4% | -9.2% |
| YTD | -22.3% | -10.6% | -11.7% | -22.0% |
| 1Y | -40.7% | -4.4% | -36.2% | -41.2% |
| 3Y | -17.8% | +118.3% | -136.1% | -31.7% |
| 5Y | -8.5% | +12.2% | -20.7% | -19.5% |
| 10Y | +192.6% | +33.7% | +158.9% | +115.9% |
| All | +524.6% | +163.5% | +361.1% | +230.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling