+401.5%
TPR vs TRI
-7.2%
+408.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.7% | -0.8% |
| 7D | +14.2% | -4.8% | +19.0% | +14.4% |
| 30D | +17.1% | +13.4% | +3.7% | +16.3% |
| 3M | -17.7% | +13.1% | -30.8% | -18.3% |
| 6M | -10.2% | +24.4% | -34.6% | -11.7% |
| YTD | +4.9% | -11.4% | +16.3% | +10.3% |
| 1Y | +36.1% | -15.6% | +51.7% | +44.7% |
| All | +401.5% | -7.2% | +408.6% | +446.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling