-35.4%
CG vs TRI
-40.4%
+4.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.0% |
| 7D | -9.9% | -7.9% | -2.0% | -8.5% |
| 30D | -11.7% | -4.5% | -7.2% | -11.0% |
| 3M | -4.3% | +22.1% | -26.4% | -8.0% |
| 6M | -8.8% | -2.8% | -6.0% | -8.0% |
| YTD | -26.9% | -23.4% | -3.4% | -21.9% |
| 1Y | -35.4% | -41.5% | +6.1% | -31.1% |
| All | -35.4% | -40.4% | +4.9% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling