+297.0%
FE vs TRI
+604.8%
-307.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | +1.0% |
| 7D | 0.0% | -4.8% | +4.8% | +1.2% |
| 30D | +5.2% | +13.4% | -8.2% | +0.7% |
| 3M | 0.0% | +13.1% | -13.2% | -4.9% |
| 6M | +5.0% | +24.4% | -19.4% | -5.0% |
| YTD | +7.9% | -11.4% | +19.3% | +7.5% |
| 1Y | +6.3% | -15.6% | +21.9% | +7.7% |
| 3Y | +46.0% | -6.5% | +52.5% | +39.0% |
| 5Y | +45.6% | +5.3% | +40.4% | +31.1% |
| 10Y | +109.3% | +239.9% | -130.6% | +20.7% |
| All | +297.0% | +604.8% | -307.7% | +31.6% |
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