+942.5%
SO vs TRI
+584.3%
+358.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.6% |
| 3M | +1.7% | +3.7% | -2.0% | +0.2% |
| 6M | +2.2% | +35.1% | -33.0% | -6.3% |
| YTD | +10.0% | -14.0% | +24.0% | +10.7% |
| 1Y | +6.0% | -19.0% | +25.0% | +8.3% |
| 3Y | +54.1% | -12.0% | +66.1% | +52.0% |
| 5Y | +79.6% | +0.6% | +79.0% | +70.0% |
| 10Y | +195.5% | +225.4% | -29.9% | +112.8% |
| All | +942.5% | +584.3% | +358.2% | +434.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling