+87.6%
PL vs TRI
-36.9%
+124.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.2% | -1.9% |
| 7D | -9.3% | -0.5% | -8.8% | -9.3% |
| 30D | -18.9% | +7.9% | -26.8% | -18.1% |
| 3M | -58.4% | +24.1% | -82.4% | -56.9% |
| 6M | -30.3% | +3.8% | -34.1% | -26.1% |
| YTD | -8.1% | -16.9% | +8.7% | 0.0% |
| All | +87.6% | -36.9% | +124.5% | +107.6% |
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