+2,958.2%
TPR vs TRI
+604.8%
+2,353.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.7% | +1.4% |
| 7D | +14.2% | -4.8% | +19.0% | +16.6% |
| 30D | +17.1% | +13.4% | +3.7% | +8.5% |
| 3M | -17.7% | +13.1% | -30.8% | -24.9% |
| 6M | -10.2% | +24.4% | -34.6% | -25.4% |
| YTD | +4.9% | -11.4% | +16.3% | +2.1% |
| 1Y | +36.1% | -15.6% | +51.7% | +36.1% |
| 3Y | +416.5% | -6.5% | +422.9% | +363.2% |
| 5Y | +254.8% | +5.3% | +249.5% | +190.6% |
| 10Y | +391.7% | +239.9% | +151.8% | +88.0% |
| All | +2,958.2% | +604.8% | +2,353.4% | +505.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling