+678.6%
AU vs TRI
-10.0%
+688.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | -4.3% | -7.9% | +3.6% | -3.7% |
| 30D | +7.3% | -4.5% | +11.8% | +7.6% |
| 3M | +26.3% | +22.1% | +4.2% | +22.9% |
| 6M | +1.8% | -2.8% | +4.5% | +2.2% |
| YTD | +26.8% | -23.4% | +50.2% | +35.2% |
| 1Y | +66.7% | -41.5% | +108.2% | +92.7% |
| 3Y | +579.1% | -19.2% | +598.3% | +584.1% |
| All | +678.6% | -10.0% | +688.7% | +610.6% |
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