+35.5%
D vs TRI
+191.2%
-155.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | -1.6% | -14.4% | +12.7% | +2.0% |
| 30D | -3.5% | -8.1% | +4.6% | -1.9% |
| 3M | -1.6% | +17.5% | -19.1% | -6.8% |
| 6M | +5.8% | -5.0% | +10.7% | +5.2% |
| YTD | +14.5% | -24.7% | +39.2% | +21.9% |
| 1Y | +14.2% | -41.5% | +55.6% | +32.9% |
| 3Y | +59.0% | -20.3% | +79.3% | +59.8% |
| 5Y | +5.4% | -10.9% | +16.3% | -0.5% |
| All | +35.5% | +191.2% | -155.7% | -10.8% |
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 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