+361.5%
NDAQ vs TRI
+196.2%
+165.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.7% |
| 7D | -5.9% | -7.9% | +2.0% | -2.4% |
| 30D | -4.7% | -4.5% | -0.2% | -3.1% |
| 3M | +5.5% | +22.1% | -16.6% | -6.2% |
| 6M | +7.4% | -2.8% | +10.1% | +5.5% |
| YTD | -5.5% | -23.4% | +17.9% | +4.3% |
| 1Y | -3.7% | -41.5% | +37.8% | +23.1% |
| 3Y | +85.0% | -19.2% | +104.2% | +88.6% |
| 5Y | +49.0% | -9.4% | +58.4% | +38.8% |
| All | +361.5% | +196.2% | +165.3% | +146.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling