+1,370.9%
TER vs TRI
+561.6%
+809.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.4% | +10.9% | +8.5% |
| 7D | +0.6% | -0.5% | +1.1% | +0.5% |
| 30D | -8.3% | +7.9% | -16.1% | -13.4% |
| 3M | -12.2% | +24.1% | -36.3% | -28.0% |
| 6M | +17.1% | +3.8% | +13.2% | +1.4% |
| YTD | +84.7% | -16.9% | +101.5% | +78.7% |
| 1Y | +199.9% | -38.4% | +238.3% | +254.8% |
| 3Y | +232.8% | -12.2% | +245.0% | +192.4% |
| 5Y | +198.6% | -1.8% | +200.4% | +141.7% |
| 10Y | +1,669.7% | +207.6% | +1,462.1% | +479.4% |
| All | +1,370.9% | +561.6% | +809.3% | +103.0% |
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