-38.4%
TRI vs BEN
+42.6%
-81.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.5% | -9.0% | -6.2% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | +7.9% | -0.5% | +8.4% | +8.0% |
| 3M | +24.1% | +9.7% | +14.3% | +21.5% |
| 6M | +3.8% | +33.9% | -30.1% | -4.0% |
| YTD | -16.9% | +49.0% | -65.8% | -25.4% |
| 1Y | -38.4% | +42.1% | -80.5% | -44.4% |
| All | -38.4% | +42.6% | -81.0% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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