+17.2%
O vs TRI
-11.1%
+28.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -3.5% | -14.4% | +10.8% | -1.4% |
| 30D | -3.3% | -8.1% | +4.8% | -2.3% |
| 3M | -2.8% | +17.5% | -20.4% | -5.7% |
| 6M | -5.8% | -5.0% | -0.8% | -5.7% |
| YTD | +9.4% | -24.7% | +34.1% | +16.4% |
| 1Y | +5.7% | -41.5% | +47.2% | +21.4% |
| 3Y | +27.2% | -20.3% | +47.6% | +29.0% |
| 5Y | +17.2% | -10.9% | +28.1% | +9.2% |
| All | +17.2% | -11.1% | +28.3% | +9.2% |
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 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