+73.9%
PL vs TRI
+17.9%
+56.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.5% | -2.9% |
| 7D | -13.9% | -8.4% | -5.5% | -12.3% |
| 30D | -25.5% | -6.5% | -19.0% | -24.7% |
| 3M | -44.8% | +18.6% | -63.3% | -48.5% |
| 6M | -33.3% | -10.4% | -22.9% | -31.3% |
| YTD | -12.7% | -23.7% | +11.0% | -2.6% |
| 1Y | +90.9% | -42.5% | +133.4% | +153.3% |
| 3Y | +528.5% | -19.3% | +547.7% | +507.3% |
| 5Y | +72.7% | -9.7% | +82.4% | +38.6% |
| All | +73.9% | +17.9% | +56.1% | +39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling