+2,193.8%
MAR vs TRI
+518.6%
+1,675.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | +0.9% |
| 7D | -1.7% | -7.1% | +5.4% | +1.6% |
| 30D | -6.9% | -2.3% | -4.6% | -6.5% |
| 3M | -15.8% | +19.6% | -35.4% | -25.8% |
| 6M | +1.9% | -8.7% | +10.7% | +1.4% |
| YTD | +6.6% | -22.3% | +28.9% | +13.3% |
| 1Y | +23.7% | -40.7% | +64.3% | +52.5% |
| 3Y | +64.6% | -17.8% | +82.3% | +62.2% |
| 5Y | +156.4% | -8.5% | +164.9% | +133.3% |
| 10Y | +415.4% | +192.6% | +222.8% | +121.6% |
| All | +2,193.8% | +518.6% | +1,675.2% | +418.7% |
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