-40.9%
TRI vs BIYA
-99.8%
+58.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.3% |
| 7D | -14.4% | -1.3% | -13.1% | -14.3% |
| 30D | -8.1% | -15.9% | +7.8% | -7.9% |
| 3M | +17.5% | -81.2% | +98.8% | +17.9% |
| 6M | -5.0% | -88.2% | +83.3% | -5.5% |
| YTD | -24.7% | -94.1% | +69.4% | -24.8% |
| 1Y | -41.5% | -98.7% | +57.2% | -40.4% |
| All | -40.9% | -99.8% | +58.8% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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