+8.5%
IR vs TRI
-17.7%
+26.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -1.2% |
| 7D | +0.6% | -7.1% | +7.7% | +1.1% |
| 30D | -13.6% | -2.3% | -11.3% | -13.5% |
| 3M | +3.7% | +19.6% | -15.9% | +2.1% |
| 6M | -13.1% | -8.7% | -4.3% | -11.5% |
| YTD | -5.1% | -22.3% | +17.1% | +2.1% |
| 1Y | -6.5% | -40.7% | +34.2% | +9.8% |
| 3Y | +8.5% | -17.8% | +26.3% | -0.2% |
| All | +8.5% | -17.7% | +26.2% | -0.2% |
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