+52.5%
NDAQ vs TRI
-10.1%
+62.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.2% |
| 7D | -1.6% | -8.4% | +6.8% | +1.5% |
| 30D | -1.5% | -6.5% | +5.0% | +0.6% |
| 3M | +8.0% | +18.6% | -10.5% | -0.6% |
| 6M | +7.7% | -10.4% | +18.2% | +10.2% |
| YTD | -2.3% | -23.7% | +21.4% | +7.2% |
| 1Y | +0.6% | -42.5% | +43.0% | +26.2% |
| 3Y | +90.9% | -19.3% | +110.2% | +90.2% |
| 5Y | +52.5% | -9.7% | +62.1% | +36.3% |
| All | +52.5% | -10.1% | +62.5% | +36.3% |
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 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