+224.7%
TRI vs FIVE
+504.2%
-279.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.9% | +2.7% | -5.6% | -3.3% |
| 30D | +3.7% | +12.7% | -9.0% | +2.1% |
| 3M | +3.7% | +2.1% | +1.7% | +3.2% |
| 6M | +35.1% | +17.5% | +17.7% | +31.8% |
| YTD | -14.0% | +31.0% | -45.0% | -17.6% |
| 1Y | -19.0% | +67.7% | -86.7% | -24.8% |
| 3Y | -12.0% | +43.4% | -55.4% | -19.1% |
| 5Y | +0.6% | +18.1% | -17.4% | -7.0% |
| All | +224.7% | +504.2% | -279.4% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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