-25.7%
TRI vs AS
+120.4%
-146.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.6% | -9.0% | -5.6% |
| 7D | -0.5% | -4.9% | +4.4% | -0.2% |
| 30D | +7.9% | -19.6% | +27.5% | +9.2% |
| 3M | +24.1% | -14.4% | +38.4% | +25.1% |
| 6M | +3.8% | -20.1% | +23.9% | +5.1% |
| YTD | -16.9% | -20.9% | +4.1% | -15.9% |
| 1Y | -38.4% | -21.9% | -16.5% | -37.7% |
| All | -25.7% | +120.4% | -146.0% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling