+48.8%
D vs TRI
+225.1%
-176.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -3.1% | -7.5% | +4.4% | -1.3% |
| 30D | +8.4% | +3.9% | +4.5% | +7.2% |
| 3M | +0.2% | +7.2% | -6.9% | -2.1% |
| 6M | +9.5% | +27.0% | -17.5% | +0.9% |
| YTD | +18.8% | -14.0% | +32.9% | +22.2% |
| 1Y | +14.7% | -17.7% | +32.4% | +19.7% |
| 3Y | +72.9% | -10.7% | +83.6% | +69.1% |
| 5Y | +13.1% | +0.6% | +12.5% | +3.7% |
| All | +48.8% | +225.1% | -176.3% | -15.3% |
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