+19.2%
AR vs TRI
-42.8%
+62.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -1.3% | -14.4% | +13.1% | -0.1% |
| 30D | +3.5% | -8.1% | +11.7% | +4.2% |
| 3M | +9.9% | +17.5% | -7.6% | +8.2% |
| 6M | +4.5% | -5.0% | +9.5% | +4.4% |
| YTD | +13.7% | -24.7% | +38.4% | +14.4% |
| 1Y | +19.2% | -41.5% | +60.7% | +23.8% |
| All | +19.2% | -42.8% | +62.0% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling