+2,327.9%
NDAQ vs TRI
+556.4%
+1,771.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.6% | +1.2% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | +2.5% | +7.9% | -5.4% | -2.5% |
| 3M | +9.9% | +24.1% | -14.1% | -5.4% |
| 6M | +9.4% | +3.8% | +5.6% | +2.3% |
| YTD | +0.4% | -16.9% | +17.3% | +5.8% |
| 1Y | +4.0% | -38.4% | +42.4% | +31.2% |
| 3Y | +94.4% | -12.2% | +106.6% | +90.5% |
| 5Y | +56.7% | -1.8% | +58.5% | +41.3% |
| 10Y | +375.3% | +207.6% | +167.7% | +100.9% |
| All | +2,327.9% | +556.4% | +1,771.5% | +614.1% |
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