-10.9%
TRI vs A
-16.6%
+5.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | -14.4% | -4.6% | -9.8% | -13.4% |
| 30D | -8.1% | -4.3% | -3.9% | -7.2% |
| 3M | +17.5% | +8.9% | +8.6% | +14.9% |
| 6M | -5.0% | +24.5% | -29.5% | -10.4% |
| YTD | -24.7% | +5.8% | -30.5% | -26.1% |
| 1Y | -41.5% | +16.2% | -57.7% | -44.0% |
| 3Y | -20.3% | +28.5% | -48.8% | -27.9% |
| 5Y | -10.9% | -16.3% | +5.4% | -9.5% |
| All | -10.9% | -16.6% | +5.6% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling