+74.3%
F vs TRI
+222.0%
-147.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +1.0% | -1.6% | +2.6% | +1.3% |
| 30D | +2.1% | +5.0% | -2.9% | +0.4% |
| 3M | -10.3% | +4.6% | -14.8% | -12.1% |
| 6M | +3.3% | +18.3% | -15.0% | -4.0% |
| YTD | -2.0% | -14.7% | +12.7% | +2.0% |
| 1Y | -2.3% | -16.7% | +14.4% | +2.8% |
| 3Y | +49.9% | -11.3% | +61.2% | +44.4% |
| 5Y | -12.5% | -0.6% | -11.9% | -22.6% |
| 10Y | +74.3% | +220.2% | -146.0% | -3.6% |
| All | +74.3% | +222.0% | -147.8% | -3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling