+14.4%
FIX vs TRI
-22.4%
+36.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +6.4% | -21.5% | -12.0% |
| 7D | -18.9% | +1.0% | -19.9% | -17.5% |
| 30D | -36.3% | +20.8% | -57.1% | -29.8% |
| 3M | -38.5% | +8.1% | -46.6% | -34.4% |
| 6M | -42.3% | +24.2% | -66.4% | -31.4% |
| YTD | +17.1% | -7.8% | +24.9% | +26.2% |
| 1Y | +14.4% | -16.7% | +31.1% | +22.5% |
| All | +14.4% | -22.4% | +36.8% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling