+562.3%
SE vs TRI
+139.4%
+422.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.3% |
| 7D | -4.8% | -14.4% | +9.6% | +2.9% |
| 30D | -18.1% | -8.1% | -10.0% | -15.2% |
| 3M | +30.6% | +17.5% | +13.1% | +15.1% |
| 6M | +20.8% | -5.0% | +25.7% | +18.6% |
| YTD | -15.6% | -24.7% | +9.1% | -4.6% |
| 1Y | -44.2% | -41.5% | -2.7% | -24.2% |
| 3Y | +181.5% | -20.3% | +201.9% | +178.3% |
| 5Y | -66.9% | -10.9% | -56.0% | -70.7% |
| All | +562.3% | +139.4% | +422.9% | +175.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling