-20.6%
TRI vs BEN
+51.0%
-71.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | -14.4% | +0.3% | -14.7% | -14.4% |
| 30D | -8.1% | +0.9% | -9.0% | -8.3% |
| 3M | +17.5% | +9.2% | +8.4% | +16.0% |
| 6M | -5.0% | +36.8% | -41.7% | -9.8% |
| YTD | -24.7% | +44.4% | -69.1% | -29.0% |
| 1Y | -41.5% | +45.8% | -87.3% | -45.0% |
| All | -20.6% | +51.0% | -71.6% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling