-9.7%
TRI vs FIVE
+35.6%
-45.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.9% | -1.6% |
| 7D | -8.4% | +1.7% | -10.1% | -8.6% |
| 30D | -6.5% | +5.0% | -11.5% | -6.9% |
| 3M | +18.6% | +29.5% | -10.9% | +15.7% |
| 6M | -10.4% | +12.4% | -22.9% | -11.8% |
| YTD | -23.7% | +31.2% | -54.9% | -26.0% |
| 1Y | -42.5% | +72.9% | -115.3% | -45.8% |
| 3Y | -19.3% | +53.0% | -72.3% | -23.7% |
| 5Y | -9.7% | +34.2% | -43.8% | -13.8% |
| All | -9.7% | +35.6% | -45.3% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling