+0.3%
TRI vs CAPR
+172.3%
-172.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +7.0% | +0.1% |
| 7D | -2.9% | +5.9% | -8.8% | -2.9% |
| 30D | +3.7% | +44.6% | -40.9% | +3.6% |
| 3M | +3.7% | +126.4% | -122.6% | +3.5% |
| 6M | +35.1% | -68.6% | +103.7% | +35.3% |
| YTD | -14.0% | -67.0% | +53.0% | -13.9% |
| 1Y | -19.0% | +65.2% | -84.1% | -20.8% |
| 3Y | -12.0% | +235.6% | -247.5% | -20.0% |
| All | +0.3% | +172.3% | -172.0% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling