-9.8%
TRI vs EAT
+313.1%
-322.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | -7.9% | -7.7% | -0.2% | -7.4% |
| 30D | -4.5% | -13.6% | +9.1% | -3.6% |
| 3M | +22.1% | +33.9% | -11.8% | +19.4% |
| 6M | -2.8% | +47.2% | -50.0% | -5.9% |
| YTD | -23.4% | +48.1% | -71.5% | -26.1% |
| 1Y | -41.5% | +33.7% | -75.2% | -43.2% |
| 3Y | -19.2% | +595.8% | -615.0% | -33.9% |
| All | -9.8% | +313.1% | -322.9% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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