+763.1%
PM vs TRI
+409.8%
+353.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.5% | -0.4% |
| 7D | -4.9% | -0.5% | -4.4% | -4.8% |
| 30D | -3.4% | +7.9% | -11.3% | -5.6% |
| 3M | +5.2% | +24.1% | -18.9% | -2.1% |
| 6M | +3.7% | +3.8% | -0.1% | +0.2% |
| YTD | +15.8% | -16.9% | +32.6% | +18.9% |
| 1Y | +17.4% | -38.4% | +55.8% | +32.8% |
| 3Y | +116.9% | -12.2% | +129.1% | +114.8% |
| 5Y | +117.3% | -1.8% | +119.1% | +104.3% |
| 10Y | +193.8% | +207.6% | -13.9% | +82.8% |
| All | +763.1% | +409.8% | +353.3% | +307.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling