+191.1%
TRI vs BG
+166.7%
+24.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.0% |
| 7D | -7.9% | +3.1% | -11.0% | -8.3% |
| 30D | -4.5% | +10.2% | -14.7% | -6.0% |
| 3M | +22.1% | -1.7% | +23.8% | +22.0% |
| 6M | -2.8% | +1.0% | -3.8% | -3.3% |
| YTD | -23.4% | +39.9% | -63.3% | -27.7% |
| 1Y | -41.5% | +53.2% | -94.8% | -45.6% |
| 3Y | -19.2% | +16.3% | -35.5% | -22.3% |
| 5Y | -9.4% | +83.9% | -93.3% | -21.2% |
| All | +191.1% | +166.7% | +24.4% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling