-43.9%
C vs TRI
+578.0%
-621.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.8% | +6.2% | +5.3% |
| 7D | -0.9% | -11.4% | +10.5% | +7.2% |
| 30D | -5.4% | +4.9% | -10.3% | -10.7% |
| 3M | -9.2% | +7.0% | -16.2% | -17.8% |
| 6M | -1.8% | +18.2% | -20.0% | -23.4% |
| YTD | +6.7% | -14.8% | +21.5% | +2.9% |
| 1Y | +23.5% | -18.0% | +41.5% | +22.9% |
| 3Y | +219.8% | -12.0% | +231.7% | +176.9% |
| 5Y | +112.4% | -0.8% | +113.2% | +57.7% |
| 10Y | +220.1% | +220.1% | -0.1% | -31.7% |
| All | -43.9% | +578.0% | -621.9% | -95.1% |
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