+238.0%
GM vs TRI
+304.4%
-66.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.3% |
| 7D | -2.4% | -7.9% | +5.4% | +0.9% |
| 30D | -1.1% | -4.5% | +3.4% | +0.3% |
| 3M | +6.1% | +22.1% | -16.0% | -5.2% |
| 6M | +15.0% | -2.8% | +17.7% | +11.9% |
| YTD | +6.0% | -23.4% | +29.4% | +14.6% |
| 1Y | +47.1% | -41.5% | +88.6% | +84.8% |
| 3Y | +170.5% | -19.2% | +189.7% | +166.3% |
| 5Y | +80.5% | -9.4% | +89.9% | +62.3% |
| 10Y | +238.7% | +195.6% | +43.1% | +33.5% |
| All | +238.0% | +304.4% | -66.4% | -6.7% |
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