+108.5%
RF vs TRI
-5.2%
+113.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | 0.0% |
| 7D | -0.9% | -4.8% | +3.9% | -0.6% |
| 30D | +6.0% | +13.4% | -7.4% | +5.0% |
| 3M | -8.9% | +13.1% | -22.0% | -9.9% |
| 6M | +2.3% | +24.4% | -22.1% | 0.0% |
| YTD | +7.6% | -11.4% | +19.0% | +9.0% |
| 1Y | +21.2% | -15.6% | +36.7% | +23.6% |
| 3Y | +108.5% | -6.5% | +115.0% | +137.3% |
| All | +108.5% | -5.2% | +113.7% | +137.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling