+1,148.1%
ALL vs TRI
+561.6%
+586.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | +1.2% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -1.5% | +7.9% | -9.4% | -5.3% |
| 3M | +23.6% | +24.1% | -0.4% | +9.5% |
| 6M | +22.3% | +3.8% | +18.5% | +15.7% |
| YTD | +26.5% | -16.9% | +43.4% | +31.0% |
| 1Y | +27.0% | -38.4% | +65.4% | +52.7% |
| 3Y | +149.6% | -12.2% | +161.8% | +141.6% |
| 5Y | +118.1% | -1.8% | +119.9% | +93.2% |
| 10Y | +369.0% | +207.6% | +161.4% | +108.1% |
| All | +1,148.1% | +561.6% | +586.4% | +211.1% |
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