+43.6%
DE vs TRI
-40.4%
+84.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.2% |
| 7D | -2.6% | -7.9% | +5.3% | -3.1% |
| 30D | +9.0% | -4.5% | +13.5% | +8.9% |
| 3M | +19.1% | +22.1% | -3.0% | +23.0% |
| 6M | +14.4% | -2.8% | +17.2% | +15.6% |
| YTD | +45.9% | -23.4% | +69.4% | +47.1% |
| 1Y | +43.6% | -41.5% | +85.1% | +37.2% |
| All | +43.6% | -40.4% | +84.0% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling