+1,802.9%
TER vs TRI
+191.2%
+1,611.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.3% |
| 7D | +9.4% | -14.4% | +23.7% | +12.6% |
| 30D | -2.4% | -8.1% | +5.7% | -1.4% |
| 3M | +6.5% | +17.5% | -11.0% | -1.7% |
| 6M | +23.2% | -5.0% | +28.1% | +20.5% |
| YTD | +91.5% | -24.7% | +116.2% | +107.1% |
| 1Y | +214.8% | -41.5% | +256.3% | +293.7% |
| 3Y | +275.3% | -20.3% | +295.7% | +263.9% |
| 5Y | +211.9% | -10.9% | +222.8% | +175.9% |
| All | +1,802.9% | +191.2% | +1,611.7% | +813.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling