-25.5%
AR vs TRI
+338.5%
-364.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | +7.4% | -2.9% | +10.3% | +8.1% |
| 30D | +5.8% | +3.7% | +2.1% | +4.1% |
| 3M | +5.2% | +3.7% | +1.5% | +3.1% |
| 6M | +5.4% | +35.1% | -29.7% | -5.6% |
| YTD | +12.4% | -14.0% | +26.4% | +14.6% |
| 1Y | +12.8% | -19.0% | +31.8% | +17.3% |
| 3Y | +47.2% | -12.0% | +59.2% | +45.8% |
| 5Y | +101.1% | +0.6% | +100.5% | +87.1% |
| 10Y | +57.6% | +225.4% | -167.8% | -15.8% |
| All | -25.5% | +338.5% | -364.0% | -61.0% |
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