-24.1%
TE vs TRI
-18.9%
-5.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.1% | +0.9% |
| 7D | +0.2% | -7.9% | +8.1% | -0.7% |
| 30D | -5.9% | -4.5% | -1.4% | -6.4% |
| 3M | -45.6% | +22.1% | -67.7% | -45.0% |
| 6M | -43.4% | -2.8% | -40.6% | -42.1% |
| YTD | -31.0% | -23.4% | -7.6% | -30.0% |
| 1Y | +145.2% | -41.5% | +186.7% | +166.6% |
| 3Y | -24.1% | -19.2% | -4.8% | -36.8% |
| All | -24.1% | -18.9% | -5.1% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling