+456.1%
T vs TRI
+518.6%
-62.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +1.7% |
| 7D | -1.5% | -7.1% | +5.6% | +0.6% |
| 30D | +7.6% | -2.3% | +9.9% | +8.0% |
| 3M | +15.3% | +19.6% | -4.3% | +7.7% |
| 6M | -8.5% | -8.7% | +0.2% | -7.9% |
| YTD | +6.8% | -22.3% | +29.0% | +11.9% |
| 1Y | -7.2% | -40.7% | +33.4% | +6.7% |
| 3Y | +108.2% | -17.8% | +126.0% | +108.7% |
| 5Y | +66.1% | -8.5% | +74.6% | +57.6% |
| 10Y | +65.3% | +192.6% | -127.3% | -2.2% |
| All | +456.1% | +518.6% | -62.5% | +106.1% |
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 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