+46.2%
FE vs TRI
-7.1%
+53.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | 0.0% |
| 7D | +0.6% | -7.1% | +7.7% | +1.4% |
| 30D | -2.1% | -2.3% | +0.2% | -2.0% |
| 3M | +2.6% | +19.6% | -16.9% | -0.1% |
| 6M | -6.8% | -8.7% | +1.9% | -5.8% |
| YTD | +6.9% | -22.3% | +29.1% | +12.1% |
| 1Y | +11.6% | -40.7% | +52.2% | +25.3% |
| 3Y | +47.7% | -17.8% | +65.5% | +46.0% |
| 5Y | +46.2% | -8.5% | +54.7% | +37.3% |
| All | +46.2% | -7.1% | +53.3% | +37.3% |
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