+322.4%
NET vs TRI
-1.3%
+323.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.4% | -9.0% | -4.3% |
| 7D | -16.4% | +1.0% | -17.3% | -17.1% |
| 30D | -25.8% | +20.8% | -46.6% | -30.8% |
| 3M | -11.5% | +8.1% | -19.6% | -14.9% |
| 6M | +18.9% | +24.2% | -5.2% | +7.8% |
| YTD | +35.2% | -7.8% | +43.0% | +33.0% |
| 1Y | +14.5% | -16.7% | +31.1% | +16.9% |
| All | +322.4% | -1.3% | +323.7% | +353.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling