-18.0%
TRI vs FIVE
+56.6%
-74.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.7% | -7.2% | -6.5% |
| 7D | -7.1% | +3.7% | -10.8% | -7.2% |
| 30D | -2.3% | +4.0% | -6.3% | -2.5% |
| 3M | +19.6% | +36.2% | -16.7% | +18.1% |
| 6M | -8.7% | +18.0% | -26.7% | -9.5% |
| YTD | -22.3% | +34.9% | -57.1% | -23.3% |
| 1Y | -40.7% | +67.9% | -108.6% | -42.1% |
| All | -18.0% | +56.6% | -74.6% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling