+80.1%
SO vs TRI
+0.5%
+79.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +0.8% | -7.2% | +7.9% | +1.5% |
| 30D | +7.8% | +4.4% | +3.4% | +7.2% |
| 3M | +2.9% | +4.5% | -1.6% | +2.2% |
| 6M | +2.5% | +23.7% | -21.2% | -0.8% |
| YTD | +10.3% | -14.4% | +24.6% | +14.1% |
| 1Y | +6.4% | -17.4% | +23.7% | +10.9% |
| 3Y | +52.8% | -11.0% | +63.8% | +50.1% |
| All | +80.1% | +0.5% | +79.6% | +66.2% |
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