+37.3%
IR vs TRI
-10.1%
+47.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.2% | -1.7% |
| 7D | -1.9% | -8.4% | +6.5% | -0.3% |
| 30D | -15.0% | -6.5% | -8.6% | -14.1% |
| 3M | -0.4% | +18.6% | -19.0% | -5.0% |
| 6M | -15.0% | -10.4% | -4.6% | -13.0% |
| YTD | -7.1% | -23.7% | +16.7% | +2.1% |
| 1Y | -7.5% | -42.5% | +34.9% | +16.2% |
| 3Y | +6.3% | -19.3% | +25.6% | +3.2% |
| 5Y | +37.3% | -9.7% | +47.0% | +19.6% |
| All | +37.3% | -10.1% | +47.4% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling