+66.2%
NDAQ vs TRI
+0.5%
+65.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.3% | -2.9% | +4.2% | +2.3% |
| 30D | +18.0% | +3.7% | +14.3% | +16.0% |
| 3M | +11.5% | +3.7% | +7.8% | +9.0% |
| 6M | +21.1% | +35.1% | -14.0% | +5.0% |
| YTD | +12.8% | -14.0% | +26.8% | +17.9% |
| 1Y | +25.7% | -19.0% | +44.7% | +35.0% |
| 3Y | +116.8% | -12.0% | +128.8% | +109.8% |
| All | +66.2% | +0.5% | +65.7% | +45.6% |
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