+82.3%
PL vs TRI
-1.9%
+84.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.2% | 0.0% |
| 7D | -9.3% | -0.5% | -8.8% | -9.4% |
| 30D | -18.9% | +7.9% | -26.8% | -20.8% |
| 3M | -58.4% | +24.1% | -82.4% | -61.6% |
| 6M | -30.3% | +3.8% | -34.1% | -31.8% |
| YTD | -8.1% | -16.9% | +8.7% | +1.3% |
| 1Y | +180.5% | -38.4% | +218.9% | +276.0% |
| 3Y | +444.1% | -12.2% | +456.4% | +406.6% |
| All | +82.3% | -1.9% | +84.2% | +42.3% |
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