-38.4%
TRI vs A
+21.7%
-60.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.6% |
| 7D | -0.5% | -1.9% | +1.4% | -0.1% |
| 30D | +7.9% | +6.9% | +1.0% | +6.3% |
| 3M | +24.1% | +9.2% | +14.8% | +21.6% |
| 6M | +3.8% | +25.7% | -21.9% | -1.4% |
| YTD | -16.9% | +11.5% | -28.4% | -18.4% |
| 1Y | -38.4% | +18.4% | -56.8% | -38.8% |
| All | -38.4% | +21.7% | -60.0% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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