+192.9%
B vs TRI
+578.7%
-385.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.2% | -6.1% |
| 7D | +7.1% | -1.6% | +8.7% | +7.5% |
| 30D | -3.3% | +5.0% | -8.4% | -4.9% |
| 3M | -2.5% | +4.6% | -7.1% | -4.5% |
| 6M | -7.2% | +18.3% | -25.5% | -13.6% |
| YTD | -7.4% | -14.7% | +7.4% | -6.9% |
| 1Y | +16.4% | -16.7% | +33.1% | +17.8% |
| 3Y | +178.7% | -11.3% | +190.1% | +173.1% |
| 5Y | +121.7% | -0.6% | +122.3% | +107.8% |
| 10Y | +208.6% | +220.2% | -11.6% | +95.4% |
| All | +192.9% | +578.7% | -385.8% | +46.2% |
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