+143.7%
AR vs TRI
-10.1%
+153.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.5% |
| 7D | -1.2% | -8.4% | +7.2% | +0.4% |
| 30D | +5.5% | -6.5% | +12.0% | +6.7% |
| 3M | +12.9% | +18.6% | -5.7% | +7.7% |
| 6M | +0.1% | -10.4% | +10.5% | +1.6% |
| YTD | +13.5% | -23.7% | +37.2% | +20.9% |
| 1Y | +21.6% | -42.5% | +64.0% | +42.4% |
| 3Y | +46.0% | -19.3% | +65.3% | +47.4% |
| 5Y | +143.7% | -9.7% | +153.4% | +128.9% |
| All | +143.7% | -10.1% | +153.8% | +128.9% |
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