+45.2%
PL vs TRI
+31.6%
+13.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -3.8% | +18.3% | +15.0% |
| 7D | +10.9% | -11.4% | +22.3% | +12.5% |
| 30D | -16.4% | +4.9% | -21.3% | -18.3% |
| 3M | -39.9% | +7.0% | -47.0% | -42.0% |
| 6M | -63.2% | +18.2% | -81.4% | -66.0% |
| YTD | -27.1% | -14.8% | -12.3% | -21.8% |
| 1Y | +12.2% | -18.0% | +30.1% | +23.0% |
| 3Y | +584.3% | -12.0% | +596.2% | +550.1% |
| 5Y | +37.0% | -0.8% | +37.8% | +5.8% |
| All | +45.2% | +31.6% | +13.5% | +11.8% |
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