+191.1%
TRI vs EL
+26.1%
+164.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -7.9% | -6.5% | -1.4% | -6.6% |
| 30D | -4.5% | +11.1% | -15.6% | -6.7% |
| 3M | +22.1% | +10.7% | +11.4% | +19.4% |
| 6M | -2.8% | +6.9% | -9.6% | -4.9% |
| YTD | -23.4% | -6.3% | -17.1% | -23.6% |
| 1Y | -41.5% | +13.5% | -55.0% | -44.1% |
| 3Y | -19.2% | -33.1% | +13.9% | -16.8% |
| 5Y | -9.4% | -68.8% | +59.4% | +13.4% |
| All | +191.1% | +26.1% | +164.9% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling