+184.3%
SE vs TRI
-19.2%
+203.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.7% |
| 7D | -3.6% | -8.4% | +4.8% | -2.2% |
| 30D | -5.3% | -6.5% | +1.2% | -4.4% |
| 3M | +28.1% | +18.6% | +9.5% | +22.2% |
| 6M | +20.7% | -10.4% | +31.1% | +21.8% |
| YTD | -14.8% | -23.7% | +8.9% | -6.9% |
| 1Y | -43.6% | -42.5% | -1.1% | -31.0% |
| All | +184.3% | -19.2% | +203.5% | +182.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling