+485.4%
P vs TRI
+231.0%
+254.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.4% | +6.8% | +3.7% |
| 7D | +6.5% | -0.5% | +7.1% | +6.7% |
| 30D | +18.8% | +7.9% | +11.0% | +14.3% |
| 3M | +26.7% | +24.1% | +2.7% | +10.1% |
| 6M | +62.2% | +3.8% | +58.3% | +51.7% |
| YTD | +48.5% | -16.9% | +65.4% | +56.8% |
| 1Y | +26.4% | -38.4% | +64.8% | +61.6% |
| 3Y | +159.4% | -12.2% | +171.6% | +148.1% |
| 5Y | +275.8% | -1.8% | +277.6% | +223.0% |
| 10Y | +732.0% | +207.6% | +524.4% | +219.5% |
| All | +485.4% | +231.0% | +254.4% | +108.2% |
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 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