+57.8%
T vs TRI
+0.5%
+57.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.5% | -2.9% | +5.4% | +2.9% |
| 30D | -3.8% | +3.7% | -7.5% | -4.3% |
| 3M | -8.7% | +3.7% | -12.5% | -9.4% |
| 6M | -8.1% | +35.1% | -43.2% | -11.7% |
| YTD | -6.4% | -14.0% | +7.6% | -3.9% |
| 1Y | -9.8% | -19.0% | +9.2% | -6.2% |
| 3Y | +65.5% | -12.0% | +77.5% | +67.0% |
| All | +57.8% | +0.5% | +57.4% | +42.1% |
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