+434.8%
TRI vs FIVE
+862.5%
-427.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | -7.2% | -0.5% | -6.7% | -7.2% |
| 30D | +4.4% | +17.4% | -13.0% | +2.4% |
| 3M | +4.5% | +7.0% | -2.6% | +3.5% |
| 6M | +23.7% | +20.5% | +3.2% | +20.5% |
| YTD | -14.4% | +33.1% | -47.5% | -17.9% |
| 1Y | -17.4% | +67.1% | -84.4% | -22.9% |
| 3Y | -11.0% | +41.9% | -52.9% | -17.8% |
| 5Y | +0.7% | +21.1% | -20.4% | -7.1% |
| 10Y | +224.0% | +518.8% | -294.8% | +140.8% |
| All | +434.8% | +862.5% | -427.8% | +266.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling