+22.5%
P vs TRI
-42.5%
+65.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.2% | -4.2% |
| 7D | +5.0% | -8.4% | +13.4% | +4.3% |
| 30D | -0.9% | -6.5% | +5.5% | -1.4% |
| 3M | +38.7% | +18.6% | +20.1% | +39.9% |
| 6M | +54.4% | -10.4% | +64.8% | +61.5% |
| YTD | +44.8% | -23.7% | +68.5% | +42.4% |
| 1Y | +22.5% | -42.5% | +65.0% | +16.1% |
| All | +22.5% | -42.5% | +65.0% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling