+57.9%
SO vs TRI
-10.1%
+68.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.5% |
| 7D | 0.0% | -8.4% | +8.4% | +0.9% |
| 30D | -2.5% | -6.5% | +4.0% | -1.9% |
| 3M | -4.2% | +18.6% | -22.8% | -6.5% |
| 6M | -7.7% | -10.4% | +2.8% | -6.7% |
| YTD | +3.8% | -23.7% | +27.5% | +8.7% |
| 1Y | +0.1% | -42.5% | +42.5% | +11.8% |
| 3Y | +44.2% | -19.3% | +63.5% | +42.9% |
| 5Y | +57.9% | -9.7% | +67.5% | +46.5% |
| All | +57.9% | -10.1% | +68.0% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling