+15.7%
RF vs TRI
-41.0%
+56.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.4% | -0.8% |
| 7D | +2.7% | -7.1% | +9.8% | +3.0% |
| 30D | -3.4% | -2.3% | -1.0% | -3.3% |
| 3M | +6.4% | +19.6% | -13.2% | +5.3% |
| 6M | +13.4% | -8.7% | +22.1% | +13.2% |
| YTD | +14.2% | -22.3% | +36.5% | +15.0% |
| 1Y | +15.7% | -40.7% | +56.4% | +14.1% |
| All | +15.7% | -41.0% | +56.7% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling