-50.0%
TE vs TRI
+46.4%
-96.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.8% |
| 7D | +15.0% | -8.4% | +23.4% | +15.8% |
| 30D | -7.5% | -6.5% | -1.1% | -7.1% |
| 3M | -42.0% | +18.6% | -60.5% | -44.6% |
| 6M | -31.4% | -10.4% | -21.0% | -30.5% |
| YTD | -26.5% | -23.7% | -2.8% | -23.2% |
| 1Y | +153.1% | -42.5% | +195.6% | +192.8% |
| 3Y | -20.7% | -19.3% | -1.4% | -23.3% |
| 5Y | -45.4% | -9.7% | -35.8% | -51.5% |
| All | -50.0% | +46.4% | -96.4% | -56.5% |
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