+191.1%
TRI vs BR
+189.7%
+1.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -7.9% | -3.0% | -4.9% | -6.5% |
| 30D | -4.5% | -0.3% | -4.2% | -4.1% |
| 3M | +22.1% | +17.3% | +4.8% | +14.7% |
| 6M | -2.8% | -6.7% | +3.9% | +0.5% |
| YTD | -23.4% | -23.4% | 0.0% | -14.4% |
| 1Y | -41.5% | -32.7% | -8.9% | -31.4% |
| 3Y | -19.2% | -5.9% | -13.3% | -17.0% |
| 5Y | -9.4% | +8.4% | -17.8% | -13.1% |
| All | +191.1% | +189.7% | +1.4% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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