-10.4%
DOW vs TRI
+102.4%
-112.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +2.6% |
| 7D | -2.9% | -7.1% | +4.2% | -0.7% |
| 30D | +2.0% | -2.3% | +4.3% | +2.3% |
| 3M | -12.5% | +19.6% | -32.1% | -19.5% |
| 6M | -9.2% | -8.7% | -0.5% | -8.1% |
| YTD | +30.8% | -22.3% | +53.0% | +41.5% |
| 1Y | +29.4% | -40.7% | +70.1% | +60.5% |
| 3Y | -34.6% | -17.8% | -16.8% | -35.5% |
| 5Y | -35.9% | -8.5% | -27.4% | -42.5% |
| All | -10.4% | +102.4% | -112.8% | -48.4% |
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