+414.9%
COMP vs TRI
-10.2%
+425.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | +8.9% | -7.5% | +16.4% | +10.3% |
| 30D | +14.0% | +3.9% | +10.1% | +12.7% |
| 3M | -21.1% | +7.2% | -28.3% | -22.6% |
| 6M | +20.1% | +27.0% | -6.9% | +13.1% |
| YTD | -5.0% | -14.0% | +9.0% | -2.6% |
| 1Y | +5.7% | -17.7% | +23.3% | +9.7% |
| All | +414.9% | -10.2% | +425.1% | +449.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling