+42,787.8%
FIX vs TRI
+561.6%
+42,226.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.4% | +7.3% | +4.0% |
| 7D | +6.0% | -0.5% | +6.5% | +6.1% |
| 30D | -7.2% | +7.9% | -15.1% | -10.7% |
| 3M | -15.9% | +24.1% | -39.9% | -26.3% |
| 6M | +12.7% | +3.8% | +8.9% | +3.7% |
| YTD | +72.8% | -16.9% | +89.6% | +72.8% |
| 1Y | +122.9% | -38.4% | +161.3% | +158.3% |
| 3Y | +774.3% | -12.2% | +786.5% | +726.1% |
| 5Y | +2,049.5% | -1.8% | +2,051.3% | +1,795.4% |
| 10Y | +5,821.5% | +207.6% | +5,613.8% | +2,722.3% |
| All | +42,787.8% | +561.6% | +42,226.2% | +10,400.1% |
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