+37.0%
PL vs TRI
-0.6%
+37.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -3.8% | +18.3% | +15.0% |
| 7D | +10.9% | -11.4% | +22.3% | +12.6% |
| 30D | -16.4% | +4.9% | -21.3% | -18.4% |
| 3M | -39.9% | +7.0% | -47.0% | -42.1% |
| 6M | -63.2% | +18.2% | -81.4% | -66.2% |
| YTD | -27.1% | -14.8% | -12.3% | -21.1% |
| 1Y | +12.2% | -18.0% | +30.1% | +24.4% |
| 3Y | +584.3% | -12.0% | +596.2% | +532.2% |
| 5Y | +37.0% | -0.8% | +37.8% | +12.6% |
| All | +37.0% | -0.6% | +37.6% | +12.6% |
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 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