+296.0%
FE vs TRI
+561.6%
-265.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.9% | +1.1% |
| 7D | +1.9% | -0.5% | +2.5% | +2.0% |
| 30D | -1.2% | +7.9% | -9.0% | -3.8% |
| 3M | +3.5% | +24.1% | -20.6% | -4.8% |
| 6M | -6.1% | +3.8% | -9.9% | -9.7% |
| YTD | +7.6% | -16.9% | +24.5% | +10.3% |
| 1Y | +11.9% | -38.4% | +50.3% | +27.4% |
| 3Y | +48.4% | -12.2% | +60.6% | +45.3% |
| 5Y | +44.8% | -1.8% | +46.6% | +34.3% |
| 10Y | +115.9% | +207.6% | -91.7% | +29.7% |
| All | +296.0% | +561.6% | -265.6% | +35.0% |
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 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