+115.3%
SPOT vs TRI
-10.0%
+125.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.1% |
| 7D | -3.1% | -7.9% | +4.8% | +0.2% |
| 30D | +7.4% | -4.5% | +11.9% | +9.0% |
| 3M | +8.2% | +22.1% | -13.9% | -3.3% |
| 6M | +2.2% | -2.8% | +5.0% | +0.7% |
| YTD | -9.5% | -23.4% | +13.9% | +1.5% |
| 1Y | -23.8% | -41.5% | +17.7% | +0.3% |
| 3Y | +233.5% | -19.2% | +252.7% | +219.5% |
| All | +115.3% | -10.0% | +125.3% | +62.5% |
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