+513.1%
TRI vs CRL
+690.8%
-177.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -8.4% | -4.6% | -3.8% | -7.4% |
| 30D | -6.5% | +0.5% | -7.0% | -6.6% |
| 3M | +18.6% | +46.6% | -28.0% | +8.3% |
| 6M | -10.4% | +57.3% | -67.7% | -20.0% |
| YTD | -23.7% | +39.5% | -63.2% | -30.0% |
| 1Y | -42.5% | +76.9% | -119.3% | -50.2% |
| 3Y | -19.3% | +39.4% | -58.6% | -29.6% |
| 5Y | -9.7% | -37.2% | +27.5% | -7.3% |
| 10Y | +194.4% | +253.4% | -59.0% | +92.0% |
| All | +513.1% | +690.8% | -177.7% | +210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling