-19.0%
TRI vs FIVE
+62.4%
-81.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.9% | +2.7% | -5.6% | -3.1% |
| 30D | +3.7% | +12.7% | -9.0% | +3.0% |
| 3M | +3.7% | +2.1% | +1.7% | +3.6% |
| 6M | +35.1% | +17.5% | +17.7% | +34.0% |
| YTD | -14.0% | +31.0% | -45.0% | -16.6% |
| 1Y | -19.0% | +67.7% | -86.7% | -27.3% |
| All | -19.0% | +62.4% | -81.4% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling