-20.8%
TRI vs AS
+134.9%
-155.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.5% | -5.2% | -4.7% |
| 7D | -4.8% | +6.9% | -11.7% | -5.2% |
| 30D | +13.4% | +16.0% | -2.6% | +12.4% |
| 3M | +13.1% | -12.8% | +26.0% | +14.0% |
| 6M | +24.4% | -15.4% | +39.8% | +25.4% |
| YTD | -11.4% | -15.7% | +4.3% | -10.7% |
| 1Y | -15.6% | +6.1% | -21.6% | -16.4% |
| All | -20.8% | +134.9% | -155.7% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling