+505.0%
TRI vs BG
+826.8%
-321.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | -14.4% | +3.7% | -18.1% | -15.1% |
| 30D | -8.1% | +12.3% | -20.5% | -10.6% |
| 3M | +17.5% | -2.2% | +19.8% | +17.5% |
| 6M | -5.0% | +5.3% | -10.3% | -6.6% |
| YTD | -24.7% | +42.4% | -67.1% | -31.1% |
| 1Y | -41.5% | +55.2% | -96.7% | -47.6% |
| 3Y | -20.3% | +21.0% | -41.3% | -25.8% |
| 5Y | -10.9% | +87.1% | -98.1% | -27.0% |
| 10Y | +190.6% | +169.8% | +20.7% | +103.8% |
| All | +505.0% | +826.8% | -321.8% | +249.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling