-8.2%
EW vs TRI
+0.5%
-8.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +4.9% | -2.9% | +7.8% | +5.5% |
| 30D | +23.9% | +3.7% | +20.2% | +22.3% |
| 3M | +15.8% | +3.7% | +12.0% | +13.8% |
| 6M | +31.7% | +35.1% | -3.5% | +19.4% |
| YTD | +25.7% | -14.0% | +39.7% | +32.2% |
| 1Y | +24.4% | -19.0% | +43.4% | +34.4% |
| 3Y | +65.9% | -12.0% | +77.9% | +56.9% |
| All | -8.2% | +0.5% | -8.6% | -23.0% |
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