-49.3%
TE vs TRI
-10.0%
-39.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.1% | +0.5% |
| 7D | +0.2% | -7.9% | +8.1% | +0.9% |
| 30D | -5.9% | -4.5% | -1.4% | -5.8% |
| 3M | -45.6% | +22.1% | -67.7% | -48.8% |
| 6M | -43.4% | -2.8% | -40.6% | -43.5% |
| YTD | -31.0% | -23.4% | -7.6% | -25.9% |
| 1Y | +145.2% | -41.5% | +186.7% | +204.3% |
| 3Y | -24.1% | -19.2% | -4.8% | -33.9% |
| All | -49.3% | -10.0% | -39.3% | -63.9% |
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