+42.1%
RF vs TRI
+5.0%
+37.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | +0.4% |
| 7D | -0.9% | -4.8% | +3.9% | -0.3% |
| 30D | +6.0% | +13.4% | -7.4% | +3.7% |
| 3M | -8.9% | +13.1% | -22.0% | -11.2% |
| 6M | +2.3% | +24.4% | -22.1% | -2.7% |
| YTD | +7.6% | -11.4% | +19.0% | +10.8% |
| 1Y | +21.2% | -15.6% | +36.7% | +26.6% |
| 3Y | +108.5% | -6.5% | +115.0% | +96.6% |
| All | +42.1% | +5.0% | +37.1% | +21.4% |
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