+363.5%
SE vs TRI
+173.3%
+190.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | -2.9% | +2.4% | +0.8% |
| 30D | -20.9% | +3.7% | -24.6% | -23.6% |
| 3M | -38.9% | +3.7% | -42.6% | -41.7% |
| 6M | -19.4% | +35.1% | -54.5% | -35.9% |
| YTD | -40.9% | -14.0% | -26.9% | -38.9% |
| 1Y | -46.2% | -19.0% | -27.2% | -41.8% |
| 3Y | +63.7% | -12.0% | +75.7% | +52.9% |
| 5Y | -77.9% | +0.6% | -78.6% | -81.9% |
| All | +363.5% | +173.3% | +190.1% | +76.3% |
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