-8.8%
IR vs TRI
-42.8%
+33.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | -3.1% | -14.4% | +11.3% | -3.8% |
| 30D | -14.0% | -8.1% | -5.9% | -14.3% |
| 3M | +3.7% | +17.5% | -13.8% | +5.8% |
| 6M | -15.4% | -5.0% | -10.4% | -14.7% |
| YTD | -7.7% | -24.7% | +17.0% | -6.2% |
| 1Y | -8.8% | -41.5% | +32.7% | -12.4% |
| All | -8.8% | -42.8% | +33.9% | -12.4% |
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