+4,530.0%
EW vs TRI
+561.6%
+3,968.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.6% | +1.9% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | +1.0% | +7.9% | -6.8% | -1.8% |
| 3M | +2.8% | +24.1% | -21.3% | -5.6% |
| 6M | +5.5% | +3.8% | +1.7% | +1.5% |
| YTD | +5.5% | -16.9% | +22.3% | +8.3% |
| 1Y | +11.0% | -38.4% | +49.4% | +26.9% |
| 3Y | +17.7% | -12.2% | +29.9% | +16.0% |
| 5Y | -25.7% | -1.8% | -24.0% | -30.0% |
| 10Y | +132.8% | +207.6% | -74.8% | +49.6% |
| All | +4,530.0% | +561.6% | +3,968.4% | +1,949.5% |
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