+76.7%
F vs TRI
+578.0%
-501.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +2.5% |
| 7D | -0.6% | -11.4% | +10.8% | +5.0% |
| 30D | +2.9% | +4.9% | -2.1% | -0.5% |
| 3M | -9.5% | +7.0% | -16.5% | -14.3% |
| 6M | +4.0% | +18.2% | -14.2% | -10.4% |
| YTD | -1.3% | -14.8% | +13.5% | -1.7% |
| 1Y | -1.9% | -18.0% | +16.0% | -0.2% |
| 3Y | +53.5% | -12.0% | +65.4% | +42.4% |
| 5Y | -15.1% | -0.8% | -14.3% | -27.7% |
| 10Y | +81.0% | +220.1% | -139.2% | -30.7% |
| All | +76.7% | +578.0% | -501.4% | -66.7% |
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