+90.1%
RF vs TRI
-1.9%
+92.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.4% | +0.8% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | -3.6% | +7.9% | -11.5% | -5.0% |
| 3M | +8.1% | +24.1% | -16.0% | +3.5% |
| 6M | +11.5% | +3.8% | +7.6% | +9.9% |
| YTD | +15.6% | -16.9% | +32.4% | +20.3% |
| 1Y | +15.7% | -38.4% | +54.1% | +31.1% |
| 3Y | +86.9% | -12.2% | +99.1% | +79.9% |
| All | +90.1% | -1.9% | +92.0% | +63.4% |
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