-0.3%
SPOT vs TRI
-22.4%
+22.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.4% | -1.8% | +2.7% |
| 7D | +16.6% | +1.0% | +15.6% | +15.9% |
| 30D | +29.9% | +20.8% | +9.2% | +23.0% |
| 3M | +31.3% | +8.1% | +23.2% | +27.2% |
| 6M | +43.2% | +24.2% | +19.1% | +32.5% |
| YTD | +8.1% | -7.8% | +15.9% | +5.5% |
| 1Y | -0.3% | -16.7% | +16.4% | -0.3% |
| All | -0.3% | -22.4% | +22.1% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling