-0.4%
PL vs TRI
-22.4%
+22.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.4% | -12.8% | -5.2% |
| 7D | -11.7% | +1.0% | -12.7% | -11.3% |
| 30D | -27.1% | +20.8% | -47.9% | -25.0% |
| 3M | -44.6% | +8.1% | -52.7% | -43.5% |
| 6M | -67.2% | +24.2% | -91.3% | -64.8% |
| YTD | -35.9% | -7.8% | -28.1% | -25.2% |
| 1Y | -0.4% | -16.7% | +16.3% | +12.3% |
| All | -0.4% | -22.4% | +22.0% | +12.3% |
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 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