-2.3%
F vs TRI
-17.7%
+15.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +1.0% | -1.6% | +2.6% | +0.9% |
| 30D | +2.1% | +5.0% | -2.9% | +2.5% |
| 3M | -10.3% | +4.6% | -14.8% | -9.9% |
| 6M | +3.3% | +18.3% | -15.0% | +7.1% |
| YTD | -2.0% | -14.7% | +12.7% | +6.2% |
| 1Y | -2.3% | -16.7% | +14.4% | +7.1% |
| All | -2.3% | -17.7% | +15.4% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling