+32.7%
ED vs TRI
-19.2%
+51.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.6% |
| 7D | -0.2% | -8.4% | +8.2% | +0.2% |
| 30D | +1.9% | -6.5% | +8.4% | +2.2% |
| 3M | +1.9% | +18.6% | -16.7% | +1.1% |
| 6M | -2.3% | -10.4% | +8.2% | -1.8% |
| YTD | +10.9% | -23.7% | +34.6% | +14.6% |
| 1Y | +14.5% | -42.5% | +57.0% | +23.8% |
| All | +32.7% | -19.2% | +51.9% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling