+31.0%
PL vs TRI
+0.5%
+30.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | +10.0% | -2.9% | +12.9% | +10.4% |
| 30D | -2.3% | +3.7% | -6.0% | -4.3% |
| 3M | -44.2% | +3.7% | -47.9% | -45.7% |
| 6M | -66.1% | +35.1% | -101.2% | -70.5% |
| YTD | -30.0% | -14.0% | -16.0% | -24.2% |
| 1Y | +21.0% | -19.0% | +40.0% | +36.3% |
| 3Y | +516.5% | -12.0% | +528.5% | +474.2% |
| All | +31.0% | +0.5% | +30.6% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling