-12.1%
DOW vs TRI
+99.4%
-111.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.6% |
| 7D | -1.4% | -7.9% | +6.5% | +1.2% |
| 30D | -3.9% | -4.5% | +0.6% | -2.9% |
| 3M | -12.7% | +22.1% | -34.8% | -20.3% |
| 6M | -13.7% | -2.8% | -10.9% | -15.0% |
| YTD | +28.4% | -23.4% | +51.8% | +39.6% |
| 1Y | +21.8% | -41.5% | +63.3% | +51.7% |
| 3Y | -35.7% | -19.2% | -16.5% | -36.2% |
| 5Y | -36.8% | -9.4% | -27.4% | -43.3% |
| All | -12.1% | +99.4% | -111.5% | -49.1% |
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