-35.5%
DOW vs TRI
-11.1%
-24.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | -2.4% | -14.4% | +12.0% | +0.1% |
| 30D | -4.1% | -8.1% | +4.0% | -2.9% |
| 3M | -12.4% | +17.5% | -30.0% | -15.6% |
| 6M | -10.6% | -5.0% | -5.7% | -10.6% |
| YTD | +31.1% | -24.7% | +55.8% | +38.6% |
| 1Y | +30.5% | -41.5% | +72.0% | +48.1% |
| 3Y | -34.4% | -20.3% | -14.1% | -33.4% |
| 5Y | -35.5% | -10.9% | -24.6% | -40.4% |
| All | -35.5% | -11.1% | -24.4% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling