+138.7%
TRV vs GAP
+108.0%
+30.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +0.5% |
| 7D | +0.2% | -3.2% | +3.4% | +0.3% |
| 30D | -2.3% | -0.7% | -1.6% | -2.4% |
| 3M | +22.7% | -0.5% | +23.2% | +22.6% |
| 6M | +21.9% | -5.0% | +26.9% | +21.9% |
| YTD | +27.5% | -14.7% | +42.1% | +27.9% |
| 1Y | +36.2% | -8.6% | +44.9% | +36.2% |
| All | +138.7% | +108.0% | +30.8% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling