+228.2%
TER vs TRI
-10.1%
+238.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.1% |
| 7D | +12.4% | -8.4% | +20.8% | +12.0% |
| 30D | +5.1% | -6.5% | +11.6% | +4.9% |
| 3M | +4.0% | +18.6% | -14.6% | +2.3% |
| 6M | +29.5% | -10.4% | +40.0% | +36.2% |
| YTD | +98.5% | -23.7% | +122.2% | +124.9% |
| 1Y | +234.1% | -42.5% | +276.5% | +347.1% |
| 3Y | +289.0% | -19.3% | +308.3% | +263.2% |
| 5Y | +228.2% | -9.7% | +237.8% | +153.3% |
| All | +228.2% | -10.1% | +238.3% | +153.3% |
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 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