+142.3%
CI vs TRI
+191.2%
-49.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.4% |
| 7D | -1.3% | -14.4% | +13.0% | +2.9% |
| 30D | +3.1% | -8.1% | +11.3% | +5.3% |
| 3M | -4.5% | +17.5% | -22.0% | -10.2% |
| 6M | +8.3% | -5.0% | +13.2% | +7.7% |
| YTD | +3.8% | -24.7% | +28.5% | +11.8% |
| 1Y | -5.0% | -41.5% | +36.5% | +13.2% |
| 3Y | +5.8% | -20.3% | +26.1% | +6.1% |
| 5Y | +50.6% | -10.9% | +61.5% | +40.5% |
| All | +142.3% | +191.2% | -49.0% | +48.4% |
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