+46.5%
F vs TRI
-7.1%
+53.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.5% | +2.3% | -3.3% |
| 7D | +1.2% | -7.1% | +8.2% | +2.2% |
| 30D | +1.2% | -2.3% | +3.6% | +1.4% |
| 3M | -5.7% | +19.6% | -25.2% | -8.9% |
| 6M | +17.9% | -8.7% | +26.6% | +21.1% |
| YTD | +10.4% | -22.3% | +32.7% | +19.9% |
| 1Y | +25.3% | -40.7% | +66.0% | +51.4% |
| 3Y | +37.5% | -17.8% | +55.2% | +30.1% |
| 5Y | +46.5% | -8.5% | +55.0% | +11.3% |
| All | +46.5% | -7.1% | +53.6% | +11.3% |
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 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