+186.2%
TRI vs ES
+83.3%
+102.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.7% | -0.7% |
| 7D | -14.4% | -3.5% | -10.9% | -13.5% |
| 30D | -8.1% | -3.0% | -5.1% | -7.3% |
| 3M | +17.5% | -0.3% | +17.8% | +17.8% |
| 6M | -5.0% | -5.2% | +0.2% | -3.7% |
| YTD | -24.7% | +4.8% | -29.5% | -26.1% |
| 1Y | -41.5% | +12.7% | -54.2% | -44.1% |
| 3Y | -20.3% | +27.5% | -47.9% | -27.9% |
| 5Y | -10.9% | -4.7% | -6.2% | -12.2% |
| All | +186.2% | +83.3% | +102.8% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ES 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling