+114.5%
FE vs TRI
+190.6%
-76.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.1% |
| 7D | -0.2% | -8.4% | +8.2% | +1.8% |
| 30D | -1.2% | -6.5% | +5.3% | +0.1% |
| 3M | +1.7% | +18.6% | -16.9% | -4.0% |
| 6M | -7.5% | -10.4% | +3.0% | -6.2% |
| YTD | +6.3% | -23.7% | +30.0% | +13.2% |
| 1Y | +10.9% | -42.5% | +53.3% | +31.0% |
| 3Y | +46.9% | -19.3% | +66.2% | +46.5% |
| 5Y | +47.6% | -9.7% | +57.3% | +37.8% |
| 10Y | +114.5% | +194.4% | -80.0% | +39.0% |
| All | +114.5% | +190.6% | -76.1% | +39.0% |
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