-9.7%
TRI vs CAPR
+76.3%
-86.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.8% | -1.8% |
| 7D | -8.4% | -12.6% | +4.2% | -8.4% |
| 30D | -6.5% | +124.4% | -130.9% | -6.7% |
| 3M | +18.6% | -66.8% | +85.4% | +18.7% |
| 6M | -10.4% | -71.8% | +61.3% | -10.3% |
| YTD | -23.7% | -70.1% | +46.4% | -23.6% |
| 1Y | -42.5% | +33.3% | -75.8% | -43.8% |
| 3Y | -19.3% | +36.7% | -56.0% | -24.4% |
| 5Y | -9.7% | +72.5% | -82.1% | -18.7% |
| All | -9.7% | +76.3% | -86.0% | -18.7% |
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 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