+43.2%
TER vs TRI
-22.4%
+65.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +6.4% | -13.2% | -2.8% |
| 7D | -19.9% | +1.0% | -20.9% | -18.6% |
| 30D | -43.5% | +20.8% | -64.3% | -35.5% |
| 3M | -37.8% | +8.1% | -45.9% | -31.6% |
| 6M | -25.6% | +24.2% | -49.7% | -4.2% |
| YTD | +29.8% | -7.8% | +37.6% | +54.8% |
| 1Y | +43.2% | -16.7% | +59.8% | +73.5% |
| All | +43.2% | -22.4% | +65.6% | +73.5% |
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 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