-6.5%
TRI vs FGI
+1.5%
-8.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.7% |
| 7D | -4.8% | -7.0% | +2.1% | -4.7% |
| 30D | +13.4% | -4.2% | +17.6% | +13.4% |
| 3M | +13.1% | +55.6% | -42.5% | +11.6% |
| 6M | +24.4% | -3.2% | +27.6% | +23.1% |
| YTD | -11.4% | +29.1% | -40.6% | -12.5% |
| 1Y | -15.6% | +51.0% | -66.6% | -16.7% |
| 3Y | -6.5% | +1.5% | -8.0% | -6.0% |
| All | -6.5% | +1.5% | -8.0% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling