+157.4%
ALL vs TRI
-0.1%
+157.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.6% | -7.2% | +4.6% | -1.3% |
| 30D | +12.7% | +4.4% | +8.3% | +11.9% |
| 3M | +0.4% | +4.5% | -4.1% | -0.6% |
| 6M | +23.8% | +23.7% | +0.1% | +18.4% |
| YTD | +27.8% | -14.4% | +42.2% | +31.0% |
| 1Y | +28.9% | -17.4% | +46.2% | +33.2% |
| 3Y | +113.9% | -11.0% | +124.9% | +114.3% |
| 5Y | +157.4% | +0.7% | +156.7% | +136.6% |
| All | +157.4% | -0.1% | +157.5% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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