+524.6%
TRI vs EL
+661.6%
-137.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.1% | -4.4% | -6.0% |
| 7D | -7.1% | +1.7% | -8.8% | -7.5% |
| 30D | -2.3% | +15.5% | -17.8% | -6.2% |
| 3M | +19.6% | +20.6% | -1.0% | +13.5% |
| 6M | -8.7% | +10.5% | -19.2% | -12.2% |
| YTD | -22.3% | -1.9% | -20.4% | -23.6% |
| 1Y | -40.7% | +16.1% | -56.7% | -44.5% |
| 3Y | -17.8% | -30.2% | +12.5% | -17.0% |
| 5Y | -8.5% | -67.4% | +58.9% | +13.4% |
| 10Y | +192.6% | +31.2% | +161.3% | +123.0% |
| All | +524.6% | +661.6% | -137.0% | +134.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling