+1.7%
TRI vs FGI
-69.1%
+70.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.2% | -1.9% |
| 7D | -8.4% | +14.7% | -23.1% | -8.6% |
| 30D | -6.5% | +67.0% | -73.4% | -8.0% |
| 3M | +18.6% | +31.0% | -12.4% | +16.9% |
| 6M | -10.4% | +126.8% | -137.3% | -12.8% |
| YTD | -23.7% | +35.6% | -59.3% | -25.1% |
| 1Y | -42.5% | +108.9% | -151.4% | -44.3% |
| 3Y | -19.3% | -0.3% | -19.0% | -21.5% |
| All | +1.7% | -69.1% | +70.8% | +1.1% |
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