+294.7%
C vs TRI
+190.6%
+104.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.6% | +1.4% |
| 7D | +2.6% | -8.4% | +11.0% | +5.5% |
| 30D | +1.9% | -6.5% | +8.4% | +3.7% |
| 3M | +2.8% | +18.6% | -15.8% | -6.2% |
| 6M | +30.6% | -10.4% | +41.0% | +32.4% |
| YTD | +19.9% | -23.7% | +43.6% | +30.0% |
| 1Y | +44.6% | -42.5% | +87.0% | +81.6% |
| 3Y | +272.1% | -19.3% | +291.4% | +269.4% |
| 5Y | +132.0% | -9.7% | +141.6% | +109.0% |
| 10Y | +294.7% | +194.4% | +100.2% | +87.9% |
| All | +294.7% | +190.6% | +104.1% | +87.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling