+5,418.5%
EW vs TRI
+584.3%
+4,834.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +4.9% | -2.9% | +7.8% | +5.8% |
| 30D | +23.9% | +3.7% | +20.2% | +21.8% |
| 3M | +15.8% | +3.7% | +12.0% | +12.9% |
| 6M | +31.7% | +35.1% | -3.5% | +15.7% |
| YTD | +25.7% | -14.0% | +39.7% | +26.4% |
| 1Y | +24.4% | -19.0% | +43.4% | +27.9% |
| 3Y | +65.9% | -12.0% | +77.9% | +62.1% |
| 5Y | -7.6% | +0.6% | -8.3% | -14.4% |
| 10Y | +253.2% | +225.4% | +27.8% | +120.9% |
| All | +5,418.5% | +584.3% | +4,834.2% | +2,292.3% |
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