-41.5%
TRI vs A
+18.0%
-59.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -0.9% | +1.1% |
| 7D | -7.9% | -2.6% | -5.3% | -7.4% |
| 30D | -4.5% | -0.9% | -3.6% | -4.5% |
| 3M | +22.1% | +13.6% | +8.5% | +18.7% |
| 6M | -2.8% | +27.8% | -30.6% | -8.0% |
| YTD | -23.4% | +8.6% | -32.0% | -24.4% |
| 1Y | -41.5% | +16.9% | -58.4% | -41.3% |
| All | -41.5% | +18.0% | -59.5% | -41.3% |
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