+84.9%
CL vs TRI
+222.0%
-137.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +2.6% | -1.6% | +4.2% | +2.9% |
| 30D | +11.8% | +5.0% | +6.7% | +10.5% |
| 3M | +5.9% | +4.6% | +1.3% | +4.4% |
| 6M | +13.3% | +18.3% | -5.0% | +7.8% |
| YTD | +27.1% | -14.7% | +41.8% | +30.7% |
| 1Y | +28.0% | -16.7% | +44.7% | +32.5% |
| 3Y | +39.4% | -11.3% | +50.7% | +37.5% |
| 5Y | +40.8% | -0.6% | +41.3% | +31.6% |
| 10Y | +84.9% | +220.2% | -135.4% | +17.0% |
| All | +84.9% | +222.0% | -137.1% | +17.0% |
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