-41.5%
TRI vs CAPR
+26.9%
-68.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -1.3% |
| 7D | -14.4% | -10.6% | -3.8% | -14.4% |
| 30D | -8.1% | +111.2% | -119.3% | -7.9% |
| 3M | +17.5% | -67.2% | +84.8% | +17.4% |
| 6M | -5.0% | -75.1% | +70.2% | -5.0% |
| YTD | -24.7% | -71.2% | +46.5% | -24.8% |
| 1Y | -41.5% | +31.1% | -72.6% | -42.1% |
| All | -41.5% | +26.9% | -68.4% | -42.1% |
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