-16.8%
TRI vs AS
+8.1%
-24.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.1% | -6.9% | -3.8% |
| 7D | -11.4% | +5.8% | -17.2% | -11.5% |
| 30D | +4.9% | +15.4% | -10.4% | +4.8% |
| 3M | +7.0% | -11.9% | +18.9% | +6.9% |
| 6M | +18.2% | -9.9% | +28.1% | +17.5% |
| YTD | -14.8% | -13.1% | -1.7% | -14.8% |
| All | -16.8% | +8.1% | -24.8% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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