+1,046.7%
FIX vs TRI
-0.6%
+1,047.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -3.8% | +13.2% | +9.0% |
| 7D | -7.2% | -11.4% | +4.2% | -7.9% |
| 30D | -35.1% | +4.9% | -40.0% | -35.1% |
| 3M | -34.3% | +7.0% | -41.3% | -34.2% |
| 6M | -42.9% | +18.2% | -61.1% | -43.1% |
| YTD | +19.5% | -14.8% | +34.2% | +32.3% |
| 1Y | +16.8% | -18.0% | +34.7% | +31.5% |
| 3Y | +506.7% | -12.0% | +518.7% | +514.7% |
| 5Y | +1,046.7% | -0.8% | +1,047.5% | +933.4% |
| All | +1,046.7% | -0.6% | +1,047.3% | +933.4% |
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