+7.4%
O vs TRI
+0.5%
+6.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -0.4% | -2.9% | +2.5% | 0.0% |
| 30D | +7.1% | +3.7% | +3.4% | +6.4% |
| 3M | -5.2% | +3.7% | -9.0% | -6.1% |
| 6M | -1.8% | +35.1% | -36.9% | -7.3% |
| YTD | +9.1% | -14.0% | +23.1% | +13.9% |
| 1Y | +9.7% | -19.0% | +28.6% | +16.7% |
| 3Y | +39.1% | -12.0% | +51.1% | +39.5% |
| All | +7.4% | +0.5% | +6.9% | -0.6% |
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