+239.1%
TPR vs TRI
-7.1%
+246.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.5% | +2.8% | -2.6% |
| 7D | -3.4% | -7.1% | +3.7% | -2.2% |
| 30D | -27.3% | -2.3% | -25.0% | -27.2% |
| 3M | -16.2% | +19.6% | -35.8% | -20.0% |
| 6M | -17.9% | -8.7% | -9.2% | -16.6% |
| YTD | -7.1% | -22.3% | +15.1% | +0.4% |
| 1Y | +13.6% | -40.7% | +54.3% | +37.3% |
| 3Y | +293.7% | -17.8% | +311.5% | +282.7% |
| 5Y | +239.1% | -8.5% | +247.6% | +167.4% |
| All | +239.1% | -7.1% | +246.2% | +167.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling