+306.7%
TPR vs TRI
+190.6%
+116.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.6% |
| 7D | -7.3% | -8.4% | +1.1% | -4.3% |
| 30D | -30.7% | -6.5% | -24.3% | -29.4% |
| 3M | -21.6% | +18.6% | -40.2% | -29.0% |
| 6M | -21.3% | -10.4% | -10.9% | -20.3% |
| YTD | -10.2% | -23.7% | +13.5% | -1.6% |
| 1Y | +9.5% | -42.5% | +52.0% | +42.0% |
| 3Y | +280.8% | -19.3% | +300.1% | +271.8% |
| 5Y | +218.7% | -9.7% | +228.4% | +177.7% |
| 10Y | +306.7% | +194.4% | +112.2% | +63.3% |
| All | +306.7% | +190.6% | +116.1% | +63.3% |
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