+14.6%
TRI vs FGI
-74.8%
+89.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -25.2% | +25.2% | +0.4% |
| 7D | -2.9% | -14.4% | +11.5% | -2.8% |
| 30D | +3.7% | -11.8% | +15.5% | +3.8% |
| 3M | +3.7% | -46.2% | +50.0% | +4.5% |
| 6M | +35.1% | +5.2% | +30.0% | +33.3% |
| YTD | -14.0% | +10.5% | -24.5% | -15.4% |
| 1Y | -19.0% | +25.5% | -44.4% | -20.6% |
| 3Y | -12.0% | -16.0% | +4.0% | -14.4% |
| All | +14.6% | -74.8% | +89.4% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling