+199.8%
TER vs TRI
-38.3%
+238.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -5.4% | +10.9% | +2.3% |
| 7D | +0.6% | -0.5% | +1.1% | +0.5% |
| 30D | -8.3% | +7.9% | -16.2% | -3.4% |
| 3M | -12.2% | +24.1% | -36.3% | +5.1% |
| 6M | +17.0% | +3.8% | +13.2% | +36.7% |
| YTD | +84.6% | -16.9% | +101.5% | +86.4% |
| 1Y | +199.8% | -38.4% | +238.2% | +151.7% |
| All | +199.8% | -38.3% | +238.1% | +151.7% |
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