-19.2%
TRI vs EFV
+90.2%
-109.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | -7.9% | -0.8% | -7.1% | -7.6% |
| 30D | -4.5% | +0.6% | -5.1% | -4.7% |
| 3M | +22.1% | +7.5% | +14.6% | +19.2% |
| 6M | -2.8% | +13.0% | -15.8% | -7.3% |
| YTD | -23.4% | +18.3% | -41.7% | -29.5% |
| 1Y | -41.5% | +26.7% | -68.3% | -48.4% |
| 3Y | -19.2% | +89.6% | -108.8% | -45.4% |
| All | -19.2% | +90.2% | -109.4% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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