+9.1%
IR vs TRI
-22.4%
+31.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -0.1% |
| 7D | +11.6% | +1.0% | +10.6% | +11.7% |
| 30D | +7.2% | +20.8% | -13.6% | +8.0% |
| 3M | -5.9% | +8.1% | -14.0% | -5.5% |
| 6M | +11.5% | +24.2% | -12.7% | +13.0% |
| YTD | +6.3% | -7.8% | +14.1% | +16.6% |
| 1Y | +9.1% | -16.7% | +25.8% | +25.7% |
| All | +9.1% | -22.4% | +31.5% | +25.7% |
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 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