-9.8%
TRI vs EFV
+95.9%
-105.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 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% | +18.8% |
| 6M | -2.8% | +13.0% | -15.8% | -7.7% |
| YTD | -23.4% | +18.3% | -41.7% | -29.3% |
| 1Y | -41.5% | +26.7% | -68.3% | -47.8% |
| 3Y | -19.2% | +89.6% | -108.8% | -40.8% |
| All | -9.8% | +95.9% | -105.7% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling