+23.9%
IR vs TRI
-10.5%
+34.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +1.1% | -7.2% | +8.2% | +1.3% |
| 30D | +7.6% | +4.4% | +3.2% | +7.0% |
| 3M | +0.1% | +4.5% | -4.4% | -0.5% |
| 6M | +14.0% | +23.7% | -9.7% | +12.1% |
| YTD | +7.5% | -14.4% | +21.9% | +14.0% |
| 1Y | +10.1% | -17.4% | +27.5% | +18.0% |
| All | +23.9% | -10.5% | +34.4% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling