+986.6%
TER vs TRI
+584.0%
+402.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -1.0% |
| 7D | +24.0% | -7.5% | +31.5% | +28.4% |
| 30D | -30.6% | +3.9% | -34.6% | -33.9% |
| 3M | -34.5% | +7.2% | -41.7% | -40.6% |
| 6M | -26.4% | +27.0% | -53.3% | -44.6% |
| YTD | +36.4% | -14.0% | +50.5% | +23.7% |
| 1Y | +47.4% | -17.7% | +65.1% | +37.7% |
| 3Y | +202.6% | -10.7% | +213.2% | +152.9% |
| 5Y | +83.9% | +0.6% | +83.3% | +40.5% |
| 10Y | +1,068.0% | +225.3% | +842.7% | +252.6% |
| All | +986.6% | +584.0% | +402.7% | +40.6% |
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