-19.2%
TRI vs BR
-5.3%
-13.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -7.9% | -3.0% | -4.9% | -5.7% |
| 30D | -4.5% | -0.3% | -4.2% | -3.9% |
| 3M | +22.1% | +17.3% | +4.8% | +11.0% |
| 6M | -2.8% | -6.7% | +3.9% | +0.2% |
| YTD | -23.4% | -23.4% | 0.0% | -12.9% |
| 1Y | -41.5% | -32.7% | -8.9% | -29.8% |
| 3Y | -19.2% | -5.9% | -13.3% | -18.7% |
| All | -19.2% | -5.3% | -13.9% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling