+153.8%
B vs TRI
-7.1%
+160.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.0% |
| 7D | +2.3% | -7.1% | +9.4% | +2.9% |
| 30D | +1.4% | -2.3% | +3.7% | +1.5% |
| 3M | +12.2% | +19.6% | -7.4% | +9.4% |
| 6M | -2.1% | -8.7% | +6.6% | -0.6% |
| YTD | +2.9% | -22.3% | +25.2% | +8.4% |
| 1Y | +55.3% | -40.7% | +96.0% | +75.4% |
| 3Y | +198.7% | -17.8% | +216.4% | +203.9% |
| 5Y | +153.8% | -8.5% | +162.3% | +142.5% |
| All | +153.8% | -7.1% | +160.9% | +142.5% |
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