+641.3%
ED vs TRI
+561.6%
+79.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -0.2% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | -0.1% | +7.9% | -8.0% | -1.9% |
| 3M | +3.9% | +24.1% | -20.1% | -1.6% |
| 6M | -3.0% | +3.8% | -6.9% | -5.4% |
| YTD | +10.7% | -16.9% | +27.5% | +12.9% |
| 1Y | +13.3% | -38.4% | +51.7% | +24.2% |
| 3Y | +34.5% | -12.2% | +46.7% | +33.2% |
| 5Y | +67.1% | -1.8% | +68.9% | +59.8% |
| 10Y | +103.0% | +207.6% | -104.6% | +45.3% |
| All | +641.3% | +561.6% | +79.6% | +272.1% |
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 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