-45.6%
IT vs TRI
-11.1%
-34.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +1.5% |
| 7D | -12.7% | -14.4% | +1.7% | -2.5% |
| 30D | -8.9% | -8.1% | -0.8% | -3.2% |
| 3M | +10.1% | +17.5% | -7.4% | -0.4% |
| 6M | +7.3% | -5.0% | +12.2% | +10.3% |
| YTD | -32.4% | -24.7% | -7.7% | -19.1% |
| 1Y | -26.6% | -41.5% | +14.9% | +1.4% |
| 3Y | -51.8% | -20.3% | -31.5% | -48.2% |
| 5Y | -45.6% | -10.9% | -34.7% | -47.8% |
| All | -45.6% | -11.1% | -34.5% | -47.8% |
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 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