+41.1%
AR vs TRI
+191.2%
-150.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | -1.3% | -14.4% | +13.1% | +2.1% |
| 30D | +3.5% | -8.1% | +11.7% | +5.2% |
| 3M | +9.9% | +17.5% | -7.6% | +4.5% |
| 6M | +4.5% | -5.0% | +9.5% | +4.2% |
| YTD | +13.7% | -24.7% | +38.4% | +20.1% |
| 1Y | +19.2% | -41.5% | +60.7% | +35.8% |
| 3Y | +46.2% | -20.3% | +66.5% | +49.6% |
| 5Y | +145.9% | -10.9% | +156.8% | +139.8% |
| All | +41.1% | +191.2% | -150.1% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling