-10.9%
TRI vs EL
-69.5%
+58.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.0% |
| 7D | -14.4% | -4.4% | -10.0% | -13.8% |
| 30D | -8.1% | +10.3% | -18.4% | -9.6% |
| 3M | +17.5% | +13.4% | +4.2% | +15.1% |
| 6M | -5.0% | +3.1% | -8.0% | -6.1% |
| YTD | -24.7% | -6.9% | -17.8% | -24.7% |
| 1Y | -41.5% | +11.9% | -53.4% | -43.3% |
| 3Y | -20.3% | -33.8% | +13.5% | -17.6% |
| 5Y | -10.9% | -69.0% | +58.0% | +12.2% |
| All | -10.9% | -69.5% | +58.5% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling