-11.3%
TRI vs ES
+46.6%
-57.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -1.6% | +0.9% | -2.5% | -1.7% |
| 30D | +5.0% | +5.9% | -0.9% | +4.0% |
| 3M | +4.6% | -1.0% | +5.6% | +4.7% |
| 6M | +18.3% | +7.2% | +11.1% | +17.4% |
| YTD | -14.7% | +7.0% | -21.7% | -15.8% |
| 1Y | -16.7% | +0.5% | -17.1% | -17.0% |
| 3Y | -11.3% | +48.7% | -60.0% | -15.7% |
| All | -11.3% | +46.6% | -57.9% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling