-9.7%
TRI vs ES
-4.5%
-5.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.5% |
| 7D | -8.4% | 0.0% | -8.4% | -8.4% |
| 30D | -6.5% | -1.0% | -5.4% | -6.3% |
| 3M | +18.6% | +1.5% | +17.1% | +18.4% |
| 6M | -10.4% | -3.5% | -7.0% | -9.8% |
| YTD | -23.7% | +7.0% | -30.7% | -25.1% |
| 1Y | -42.5% | +15.3% | -57.8% | -44.7% |
| 3Y | -19.3% | +30.2% | -49.5% | -25.7% |
| 5Y | -9.7% | -4.3% | -5.4% | -9.5% |
| All | -9.7% | -4.5% | -5.1% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling