+1,186.9%
ALL vs TRI
+584.3%
+602.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | +5.0% | -2.9% | +7.9% | +6.4% |
| 30D | +13.3% | +3.7% | +9.6% | +10.9% |
| 3M | +3.2% | +3.7% | -0.5% | +0.1% |
| 6M | +25.3% | +35.1% | -9.8% | +4.5% |
| YTD | +30.5% | -14.0% | +44.5% | +31.7% |
| 1Y | +29.2% | -19.0% | +48.2% | +34.4% |
| 3Y | +119.1% | -12.0% | +131.1% | +110.7% |
| 5Y | +162.6% | +0.6% | +162.0% | +128.7% |
| 10Y | +378.8% | +225.4% | +153.3% | +104.8% |
| All | +1,186.9% | +584.3% | +602.6% | +212.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling