+70.3%
T vs TRI
+196.2%
-126.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.6% |
| 7D | +1.5% | -7.9% | +9.4% | +3.1% |
| 30D | +7.5% | -4.5% | +12.0% | +8.3% |
| 3M | +14.8% | +22.1% | -7.3% | +9.4% |
| 6M | -1.7% | -2.8% | +1.0% | -2.4% |
| YTD | +8.7% | -23.4% | +32.1% | +14.5% |
| 1Y | -7.5% | -41.5% | +34.1% | +5.3% |
| 3Y | +110.2% | -19.2% | +129.4% | +112.3% |
| 5Y | +71.6% | -9.4% | +81.1% | +64.2% |
| All | +70.3% | +196.2% | -126.0% | +12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling