-19.2%
TRI vs CRL
+38.6%
-57.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | -7.9% | -3.5% | -4.3% | -7.4% |
| 30D | -4.5% | -2.1% | -2.4% | -4.2% |
| 3M | +22.1% | +48.0% | -25.9% | +15.5% |
| 6M | -2.8% | +64.7% | -67.5% | -9.6% |
| YTD | -23.4% | +39.5% | -62.9% | -27.2% |
| 1Y | -41.5% | +74.2% | -115.7% | -45.7% |
| 3Y | -19.2% | +39.4% | -58.6% | -23.2% |
| All | -19.2% | +38.6% | -57.8% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling