-3.5%
IR vs TRI
-38.3%
+34.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +1.0% |
| 7D | -2.8% | -0.5% | -2.3% | -2.8% |
| 30D | -15.1% | +7.9% | -23.0% | -14.7% |
| 3M | +6.1% | +24.1% | -18.0% | +8.3% |
| 6M | -16.8% | +3.8% | -20.6% | -15.8% |
| YTD | -3.5% | -16.9% | +13.3% | -2.2% |
| 1Y | -3.5% | -38.4% | +34.9% | -9.8% |
| All | -3.5% | -38.3% | +34.8% | -9.8% |
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