+131.6%
C vs TRI
-7.1%
+138.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | +0.3% |
| 7D | +3.2% | -7.1% | +10.3% | +4.3% |
| 30D | +1.3% | -2.3% | +3.6% | +1.4% |
| 3M | +3.1% | +19.6% | -16.4% | -1.4% |
| 6M | +29.6% | -8.7% | +38.3% | +31.3% |
| YTD | +19.0% | -22.3% | +41.2% | +26.3% |
| 1Y | +45.6% | -40.7% | +86.3% | +69.2% |
| 3Y | +269.3% | -17.8% | +287.0% | +267.4% |
| 5Y | +131.6% | -8.5% | +140.1% | +104.5% |
| All | +131.6% | -7.1% | +138.7% | +104.5% |
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