-49.3%
COMP vs TRI
+42.7%
-92.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -4.7% | +15.4% | +12.7% |
| 7D | +13.4% | -4.8% | +18.2% | +15.3% |
| 30D | +11.1% | +13.4% | -2.3% | +4.4% |
| 3M | -18.8% | +13.1% | -32.0% | -24.2% |
| 6M | +10.5% | +24.4% | -13.9% | -4.2% |
| YTD | -3.4% | -11.4% | +8.0% | +2.3% |
| 1Y | +19.7% | -15.6% | +35.3% | +31.4% |
| 3Y | +381.6% | -6.5% | +388.1% | +288.1% |
| 5Y | -17.6% | +5.3% | -22.9% | -49.5% |
| All | -49.3% | +42.7% | -92.0% | -70.8% |
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