+44.6%
GOOG vs TRI
-38.3%
+82.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.7% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -6.8% | +7.9% | -14.7% | -7.2% |
| 3M | -9.1% | +24.1% | -33.1% | -9.5% |
| 6M | +10.7% | +3.8% | +6.9% | +10.5% |
| YTD | +7.1% | -16.9% | +23.9% | +8.0% |
| 1Y | +44.6% | -38.4% | +83.0% | +47.3% |
| All | +44.6% | -38.3% | +82.9% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling