-9.7%
TRI vs FDS
-23.7%
+13.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | 0.0% |
| 7D | -8.4% | -8.8% | +0.4% | -3.6% |
| 30D | -6.5% | -1.4% | -5.1% | -5.4% |
| 3M | +18.6% | +13.9% | +4.7% | +11.3% |
| 6M | -10.4% | +27.4% | -37.8% | -20.3% |
| YTD | -23.7% | -2.5% | -21.2% | -24.3% |
| 1Y | -42.5% | -23.8% | -18.7% | -37.6% |
| 3Y | -19.3% | -32.5% | +13.2% | -9.9% |
| All | -9.7% | -23.7% | +13.9% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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