+121.8%
RF vs TRI
+604.8%
-483.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | +2.8% |
| 7D | -0.9% | -4.8% | +3.9% | +1.6% |
| 30D | +6.0% | +13.4% | -7.4% | -3.8% |
| 3M | -8.9% | +13.1% | -22.0% | -19.0% |
| 6M | +2.3% | +24.4% | -22.1% | -19.2% |
| YTD | +7.6% | -11.4% | +19.0% | +3.6% |
| 1Y | +21.2% | -15.6% | +36.7% | +20.9% |
| 3Y | +108.5% | -6.5% | +115.0% | +77.9% |
| 5Y | +43.2% | +5.3% | +38.0% | +7.4% |
| 10Y | +288.1% | +239.9% | +48.1% | -4.3% |
| All | +121.8% | +604.8% | -483.0% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling