+74.9%
F vs TRI
+581.4%
-506.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -2.1% | -7.2% | +5.0% | +1.4% |
| 30D | +3.3% | +4.4% | -1.1% | +0.2% |
| 3M | -11.3% | +4.5% | -15.8% | -15.0% |
| 6M | +5.3% | +23.7% | -18.4% | -11.5% |
| YTD | -2.2% | -14.4% | +12.2% | -2.9% |
| 1Y | -3.5% | -17.4% | +13.8% | -2.2% |
| 3Y | +49.5% | -11.0% | +60.5% | +37.9% |
| 5Y | -13.5% | +0.7% | -14.2% | -27.0% |
| 10Y | +69.0% | +224.0% | -155.0% | -35.7% |
| All | +74.9% | +581.4% | -506.4% | -67.1% |
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 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