+155.8%
TRV vs GTLB
-50.0%
+205.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.9% |
| 7D | +0.5% | +4.6% | -4.1% | +0.4% |
| 30D | -4.9% | +21.0% | -25.8% | -5.1% |
| 3M | +23.7% | +51.7% | -28.0% | +23.0% |
| 6M | +20.3% | +89.3% | -69.0% | +19.2% |
| YTD | +27.1% | +25.6% | +1.4% | +26.5% |
| 1Y | +35.3% | -1.5% | +36.9% | +35.1% |
| 3Y | +139.8% | -9.9% | +149.7% | +138.9% |
| All | +155.8% | -50.0% | +205.7% | +151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling