+148.6%
TE vs TRI
-38.3%
+186.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.8% | 0.0% |
| 7D | -4.0% | -0.5% | -3.4% | -4.1% |
| 30D | -15.9% | +7.9% | -23.8% | -14.0% |
| 3M | -60.5% | +24.1% | -84.6% | -57.4% |
| 6M | -35.2% | +3.8% | -39.0% | -31.3% |
| YTD | -31.1% | -16.9% | -14.3% | -36.1% |
| 1Y | +148.6% | -38.4% | +187.0% | +114.4% |
| All | +148.6% | -38.3% | +186.9% | +114.4% |
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 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