+7.3%
PL vs TRI
-17.7%
+25.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -3.8% | +18.3% | +13.7% |
| 7D | +10.9% | -11.4% | +22.3% | +8.9% |
| 30D | -16.4% | +4.9% | -21.3% | -15.8% |
| 3M | -39.9% | +7.0% | -47.0% | -39.2% |
| 6M | -63.2% | +18.2% | -81.4% | -61.2% |
| YTD | -27.1% | -14.8% | -12.3% | -18.2% |
| All | +7.3% | -17.7% | +25.1% | +17.1% |
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