+1,217.7%
O vs TRI
+561.6%
+656.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | +1.5% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | -1.9% | +7.9% | -9.8% | -5.5% |
| 3M | +3.8% | +24.1% | -20.2% | -7.4% |
| 6M | -4.7% | +3.8% | -8.6% | -9.9% |
| YTD | +12.5% | -16.9% | +29.3% | +15.6% |
| 1Y | +10.8% | -38.4% | +49.2% | +31.6% |
| 3Y | +28.8% | -12.2% | +41.0% | +24.6% |
| 5Y | +13.2% | -1.8% | +15.0% | +1.6% |
| 10Y | +53.5% | +207.6% | -154.2% | -25.0% |
| All | +1,217.7% | +561.6% | +656.0% | +306.3% |
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