+32.0%
Q vs TRI
-38.1%
+70.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.6% | +1.4% |
| 7D | +6.6% | -8.4% | +15.0% | +4.8% |
| 30D | -6.6% | -6.5% | -0.1% | -7.5% |
| 3M | -13.2% | +18.6% | -31.8% | -8.1% |
| 6M | +9.9% | -10.4% | +20.4% | +18.4% |
| YTD | +53.9% | -23.7% | +77.6% | +60.9% |
| All | +32.0% | -38.1% | +70.1% | +35.6% |
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