+2,105.4%
FIX vs TRI
-1.9%
+2,107.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.4% | +7.3% | +1.9% |
| 7D | +6.0% | -0.5% | +6.5% | +6.0% |
| 30D | -7.2% | +7.9% | -15.1% | -7.3% |
| 3M | -15.9% | +24.1% | -39.9% | -16.9% |
| 6M | +12.7% | +3.8% | +8.9% | +14.9% |
| YTD | +72.8% | -16.9% | +89.6% | +90.6% |
| 1Y | +122.9% | -38.4% | +161.3% | +182.7% |
| 3Y | +774.3% | -12.2% | +786.5% | +779.6% |
| All | +2,105.4% | -1.9% | +2,107.4% | +1,832.5% |
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 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