+393.3%
TRI vs EFV
+253.2%
+140.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.3% |
| 7D | -8.4% | -0.5% | -7.9% | -8.0% |
| 30D | -6.5% | 0.0% | -6.5% | -6.4% |
| 3M | +18.6% | +8.4% | +10.2% | +12.5% |
| 6M | -10.4% | +12.3% | -22.8% | -17.5% |
| YTD | -23.7% | +17.4% | -41.1% | -32.0% |
| 1Y | -42.5% | +27.1% | -69.6% | -51.2% |
| 3Y | -19.3% | +90.7% | -110.0% | -47.6% |
| 5Y | -9.7% | +95.6% | -105.3% | -43.2% |
| 10Y | +194.4% | +165.3% | +29.1% | +46.4% |
| All | +393.3% | +253.2% | +140.1% | +112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling