+513.1%
TRI vs A
+862.7%
-349.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.4% |
| 7D | -8.4% | -4.4% | -4.0% | -7.2% |
| 30D | -6.5% | -2.7% | -3.8% | -5.8% |
| 3M | +18.6% | +7.0% | +11.5% | +16.0% |
| 6M | -10.4% | +24.6% | -35.1% | -16.6% |
| YTD | -23.7% | +7.0% | -30.7% | -25.8% |
| 1Y | -42.5% | +15.6% | -58.0% | -45.5% |
| 3Y | -19.3% | +29.9% | -49.2% | -27.9% |
| 5Y | -9.7% | -15.4% | +5.7% | -10.0% |
| 10Y | +194.4% | +248.9% | -54.4% | +88.0% |
| All | +513.1% | +862.7% | -349.7% | +155.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling