+19.3%
TPR vs TRI
-22.4%
+41.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.4% | -2.9% | +3.6% |
| 7D | +12.6% | +1.0% | +11.7% | +12.6% |
| 30D | +7.1% | +20.8% | -13.6% | +7.6% |
| 3M | -19.4% | +8.1% | -27.5% | -19.1% |
| 6M | -9.7% | +24.2% | -33.9% | -9.2% |
| YTD | -1.0% | -7.8% | +6.8% | +7.6% |
| 1Y | +19.3% | -16.7% | +36.0% | +35.7% |
| All | +19.3% | -22.4% | +41.7% | +35.7% |
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