+239.8%
RF vs TRI
+222.0%
+17.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +0.3% | -1.6% | +2.0% | +0.7% |
| 30D | +6.2% | +5.0% | +1.1% | +4.1% |
| 3M | -7.8% | +4.6% | -12.4% | -10.1% |
| 6M | +5.9% | +18.3% | -12.4% | -2.5% |
| YTD | +9.0% | -14.7% | +23.7% | +12.6% |
| 1Y | +19.3% | -16.7% | +35.9% | +24.3% |
| 3Y | +116.4% | -11.3% | +127.8% | +107.4% |
| 5Y | +46.0% | -0.6% | +46.6% | +28.9% |
| 10Y | +239.8% | +220.2% | +19.6% | +97.7% |
| All | +239.8% | +222.0% | +17.8% | +97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling