-46.5%
COMP vs TRI
+37.2%
-83.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.8% | +9.5% | +7.3% |
| 7D | +14.5% | -11.4% | +25.9% | +19.8% |
| 30D | +14.9% | +4.9% | +10.0% | +11.5% |
| 3M | -14.2% | +7.0% | -21.3% | -18.1% |
| 6M | +23.7% | +18.2% | +5.6% | +9.8% |
| YTD | +2.1% | -14.8% | +16.9% | +9.8% |
| 1Y | +26.2% | -18.0% | +44.2% | +39.5% |
| 3Y | +470.9% | -12.0% | +482.9% | +382.1% |
| 5Y | -14.0% | -0.8% | -13.2% | -46.1% |
| All | -46.5% | +37.2% | -83.7% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling