+291.2%
TRI vs BR
+1,282.8%
-991.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -14.4% | -6.0% | -8.4% | -11.9% |
| 30D | -8.1% | -0.9% | -7.3% | -7.5% |
| 3M | +17.5% | +16.4% | +1.2% | +11.0% |
| 6M | -5.0% | -8.2% | +3.2% | -0.7% |
| YTD | -24.7% | -23.2% | -1.5% | -15.3% |
| 1Y | -41.5% | -30.9% | -10.6% | -31.3% |
| 3Y | -20.3% | -5.0% | -15.4% | -18.5% |
| 5Y | -10.9% | +8.8% | -19.7% | -15.1% |
| 10Y | +190.6% | +190.1% | +0.5% | +77.8% |
| All | +291.2% | +1,282.8% | -991.6% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling