+29,548.4%
FIX vs TRI
+578.0%
+28,970.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -3.8% | +13.2% | +10.7% |
| 7D | -7.2% | -11.4% | +4.2% | -4.4% |
| 30D | -35.1% | +4.9% | -40.0% | -37.8% |
| 3M | -34.3% | +7.0% | -41.3% | -38.5% |
| 6M | -42.9% | +18.2% | -61.1% | -51.3% |
| YTD | +19.5% | -14.8% | +34.2% | +14.6% |
| 1Y | +16.8% | -18.0% | +34.7% | +14.1% |
| 3Y | +506.7% | -12.0% | +518.7% | +457.3% |
| 5Y | +1,046.7% | -0.8% | +1,047.5% | +880.0% |
| 10Y | +3,800.0% | +220.1% | +3,579.8% | +1,672.8% |
| All | +29,548.4% | +578.0% | +28,970.4% | +6,866.2% |
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