+453.0%
D vs TRI
+561.6%
-108.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | +0.1% |
| 7D | +0.4% | -0.5% | +1.0% | +0.5% |
| 30D | -3.6% | +7.9% | -11.4% | -5.8% |
| 3M | -1.0% | +24.1% | -25.1% | -7.9% |
| 6M | +6.3% | +3.8% | +2.5% | +2.9% |
| YTD | +14.7% | -16.9% | +31.6% | +17.3% |
| 1Y | +16.9% | -38.4% | +55.3% | +31.0% |
| 3Y | +56.8% | -12.2% | +69.0% | +54.6% |
| 5Y | +5.2% | -1.8% | +7.0% | -0.9% |
| 10Y | +35.9% | +207.6% | -171.8% | -11.1% |
| All | +453.0% | +561.6% | -108.6% | +135.4% |
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