+1,449.6%
NET vs TRI
+80.0%
+1,369.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.5% | +1.4% |
| 7D | -7.0% | -0.5% | -6.5% | -6.7% |
| 30D | -4.8% | +7.9% | -12.7% | -9.6% |
| 3M | +3.8% | +24.1% | -20.2% | -12.6% |
| 6M | +50.0% | +3.8% | +46.2% | +40.1% |
| YTD | +41.5% | -16.9% | +58.3% | +54.5% |
| 1Y | +32.8% | -38.4% | +71.2% | +83.9% |
| 3Y | +335.9% | -12.2% | +348.1% | +301.5% |
| 5Y | +113.8% | -1.8% | +115.6% | +75.2% |
| All | +1,449.6% | +80.0% | +1,369.6% | +797.6% |
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 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