-41.5%
TRI vs CRL
+80.5%
-122.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | -7.9% | -3.5% | -4.3% | -7.3% |
| 30D | -4.5% | -2.1% | -2.4% | -4.1% |
| 3M | +22.1% | +48.0% | -25.9% | +12.6% |
| 6M | -2.8% | +64.7% | -67.5% | -12.6% |
| YTD | -23.4% | +39.5% | -62.9% | -27.3% |
| 1Y | -41.5% | +74.2% | -115.7% | -44.1% |
| All | -41.5% | +80.5% | -122.1% | -44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling