+2,712.7%
TPR vs TRI
+561.6%
+2,151.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +2.9% |
| 7D | -2.3% | -0.5% | -1.8% | -2.3% |
| 30D | -23.0% | +7.9% | -30.8% | -26.8% |
| 3M | -12.5% | +24.1% | -36.5% | -24.8% |
| 6M | -21.4% | +3.8% | -25.3% | -27.9% |
| YTD | -3.5% | -16.9% | +13.3% | -1.5% |
| 1Y | +17.4% | -38.4% | +55.7% | +43.4% |
| 3Y | +291.3% | -12.2% | +303.5% | +267.8% |
| 5Y | +241.9% | -1.8% | +243.7% | +194.2% |
| 10Y | +322.7% | +207.6% | +115.0% | +73.6% |
| All | +2,712.7% | +561.6% | +2,151.1% | +484.3% |
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 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