+33.1%
TPR vs TRI
-17.3%
+50.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.3% | -2.9% | +2.6% | -0.3% |
| 30D | +15.1% | +3.7% | +11.4% | +15.3% |
| 3M | +3.5% | +3.7% | -0.2% | +3.7% |
| 6M | +0.4% | +35.1% | -34.7% | +2.2% |
| YTD | +4.6% | -14.0% | +18.6% | +12.2% |
| 1Y | +33.1% | -19.0% | +52.1% | +46.3% |
| All | +33.1% | -17.3% | +50.4% | +46.3% |
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 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