-49.3%
COMP vs TRI
+38.5%
-87.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | 0.0% | -2.9% | +2.9% | +1.1% |
| 30D | +16.6% | +3.7% | +12.9% | +13.7% |
| 3M | -23.5% | +3.7% | -27.2% | -25.9% |
| 6M | +25.7% | +35.1% | -9.4% | +4.0% |
| YTD | -3.4% | -14.0% | +10.6% | +3.5% |
| 1Y | +7.6% | -19.0% | +26.5% | +20.6% |
| 3Y | +423.6% | -12.0% | +435.6% | +346.3% |
| 5Y | -10.6% | +0.6% | -11.2% | -44.3% |
| All | -49.3% | +38.5% | -87.8% | -70.4% |
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