-10.4%
TRI vs A
+27.6%
-38.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.6% |
| 7D | -8.4% | -4.4% | -4.0% | -7.6% |
| 30D | -6.5% | -2.7% | -3.8% | -6.1% |
| 3M | +18.6% | +7.0% | +11.5% | +17.1% |
| 6M | -10.4% | +24.6% | -35.1% | -14.5% |
| All | -10.4% | +27.6% | -38.0% | -14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling