-17.9%
COMP vs TRI
+5.0%
-22.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -4.7% | +15.4% | +12.8% |
| 7D | +13.4% | -4.8% | +18.2% | +15.3% |
| 30D | +11.1% | +13.4% | -2.3% | +4.3% |
| 3M | -18.8% | +13.1% | -32.0% | -24.3% |
| 6M | +10.5% | +24.4% | -13.9% | -4.5% |
| YTD | -3.4% | -11.4% | +8.0% | +3.2% |
| 1Y | +19.7% | -15.6% | +35.3% | +32.8% |
| 3Y | +381.6% | -6.5% | +388.1% | +269.2% |
| All | -17.9% | +5.0% | -22.9% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling