+261.5%
RF vs TRI
+225.4%
+36.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.8% | +6.0% | +3.3% |
| 7D | -0.1% | -11.4% | +11.3% | +3.2% |
| 30D | +7.0% | +4.9% | +2.1% | +5.0% |
| 3M | -7.0% | +7.0% | -14.1% | -10.0% |
| 6M | +6.8% | +18.2% | -11.4% | -1.7% |
| YTD | +9.9% | -14.8% | +24.7% | +13.5% |
| 1Y | +21.1% | -18.0% | +39.1% | +27.2% |
| 3Y | +119.6% | -12.0% | +131.6% | +111.2% |
| 5Y | +46.2% | -0.8% | +47.0% | +29.2% |
| 10Y | +261.5% | +220.1% | +41.4% | +114.0% |
| All | +261.5% | +225.4% | +36.1% | +114.0% |
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