+469.1%
P vs TRI
+252.6%
+216.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.7% | +8.2% | +5.2% |
| 7D | -23.8% | -4.8% | -19.0% | -23.2% |
| 30D | -36.6% | +13.4% | -50.0% | -40.9% |
| 3M | +10.9% | +13.1% | -2.3% | +2.0% |
| 6M | +30.0% | +24.4% | +5.6% | +9.2% |
| YTD | +44.4% | -11.4% | +55.8% | +44.9% |
| 1Y | +3.9% | -15.6% | +19.5% | +7.3% |
| 3Y | +176.6% | -6.5% | +183.0% | +151.9% |
| 5Y | +249.3% | +5.3% | +244.0% | +184.9% |
| 10Y | +726.9% | +239.9% | +487.0% | +193.6% |
| All | +469.1% | +252.6% | +216.6% | +92.4% |
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