+515.4%
TRI vs CAKE
+434.2%
+81.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.4% |
| 7D | -7.9% | -4.5% | -3.3% | -7.1% |
| 30D | -4.5% | -12.4% | +7.9% | -2.3% |
| 3M | +22.1% | +37.3% | -15.2% | +14.7% |
| 6M | -2.8% | +70.7% | -73.5% | -12.6% |
| YTD | -23.4% | +106.0% | -129.4% | -33.8% |
| 1Y | -41.5% | +79.7% | -121.2% | -48.2% |
| 3Y | -19.2% | +267.8% | -287.0% | -39.2% |
| 5Y | -9.4% | +159.9% | -169.3% | -29.6% |
| 10Y | +195.6% | +154.3% | +41.2% | +101.6% |
| All | +515.4% | +434.2% | +81.2% | +163.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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