+1,511.5%
IT vs TRI
+518.6%
+992.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -6.5% | -0.9% | -3.7% |
| 7D | -9.1% | -7.1% | -2.0% | -5.1% |
| 30D | -7.0% | -2.3% | -4.7% | -5.6% |
| 3M | +7.6% | +19.6% | -11.9% | -1.9% |
| 6M | +2.1% | -8.7% | +10.8% | +7.5% |
| YTD | -31.6% | -22.3% | -9.3% | -21.3% |
| 1Y | -29.9% | -40.7% | +10.8% | -7.2% |
| 3Y | -51.3% | -17.8% | -33.5% | -46.7% |
| 5Y | -44.8% | -8.5% | -36.3% | -43.1% |
| 10Y | +91.4% | +192.6% | -101.2% | +7.5% |
| All | +1,511.5% | +518.6% | +992.9% | +430.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling