+191.1%
TRI vs CRL
+256.1%
-65.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.3% |
| 7D | -7.9% | -3.5% | -4.3% | -7.2% |
| 30D | -4.5% | -2.1% | -2.4% | -4.1% |
| 3M | +22.1% | +48.0% | -25.9% | +11.8% |
| 6M | -2.8% | +64.7% | -67.5% | -13.6% |
| YTD | -23.4% | +39.5% | -62.9% | -29.4% |
| 1Y | -41.5% | +74.2% | -115.7% | -48.8% |
| 3Y | -19.2% | +39.4% | -58.6% | -28.9% |
| 5Y | -9.4% | -36.9% | +27.5% | -3.9% |
| All | +191.1% | +256.1% | -65.0% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling