+196.4%
SO vs TRI
+225.2%
-28.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.4% | -2.9% | +4.3% | +2.0% |
| 30D | +4.7% | +3.7% | +1.0% | +3.5% |
| 3M | +1.7% | +3.7% | -2.0% | +0.1% |
| 6M | +2.2% | +35.1% | -33.0% | -7.4% |
| YTD | +10.0% | -14.0% | +24.0% | +13.1% |
| 1Y | +6.0% | -19.0% | +25.0% | +11.4% |
| 3Y | +54.1% | -12.0% | +66.1% | +51.0% |
| 5Y | +79.6% | +0.6% | +79.0% | +63.7% |
| All | +196.4% | +225.2% | -28.8% | +76.5% |
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