-38.4%
TRI vs CAPR
+48.7%
-87.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.4% |
| 7D | -0.5% | -2.0% | +1.5% | -0.5% |
| 30D | +7.9% | +139.2% | -131.3% | +8.2% |
| 3M | +24.1% | -66.4% | +90.4% | +24.0% |
| 6M | +3.8% | -63.1% | +67.0% | +3.8% |
| YTD | -16.9% | -67.4% | +50.6% | -16.9% |
| 1Y | -38.4% | +58.2% | -96.6% | -38.9% |
| All | -38.4% | +48.7% | -87.1% | -38.9% |
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