-16.7%
TRI vs CAPR
+47.4%
-64.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +8.3% | -1.9% | +6.4% |
| 7D | +1.0% | +43.2% | -42.2% | +1.1% |
| 30D | +20.8% | +14.7% | +6.1% | +20.8% |
| 3M | +8.1% | +113.9% | -105.8% | +8.3% |
| 6M | +24.2% | -73.4% | +97.5% | +24.3% |
| YTD | -7.8% | -69.1% | +61.3% | -7.8% |
| 1Y | -16.7% | +47.2% | -63.9% | -17.7% |
| All | -16.7% | +47.4% | -64.1% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling