+158.0%
TRV vs GTLB
-49.8%
+207.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.5% |
| 7D | -1.5% | -4.1% | +2.6% | -1.4% |
| 30D | -1.8% | +12.3% | -14.1% | -2.0% |
| 3M | +21.6% | +65.9% | -44.3% | +20.7% |
| 6M | +22.5% | +104.0% | -81.5% | +21.2% |
| YTD | +28.1% | +26.0% | +2.1% | +27.6% |
| 1Y | +37.0% | -3.5% | +40.5% | +36.8% |
| 3Y | +141.9% | -9.6% | +151.5% | +141.0% |
| All | +158.0% | -49.8% | +207.8% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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