+158.5%
TRV vs GAP
+3.0%
+155.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.7% |
| 7D | -1.5% | -6.3% | +4.8% | -1.1% |
| 30D | -1.8% | -0.2% | -1.6% | -1.9% |
| 3M | +21.6% | 0.0% | +21.6% | +21.4% |
| 6M | +22.5% | -8.1% | +30.6% | +22.6% |
| YTD | +28.1% | -16.5% | +44.6% | +29.0% |
| 1Y | +37.0% | -10.5% | +47.5% | +37.0% |
| 3Y | +141.9% | +104.0% | +37.9% | +119.0% |
| 5Y | +158.5% | +6.8% | +151.7% | +139.9% |
| All | +158.5% | +3.0% | +155.5% | +139.9% |
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