+513.1%
TRI vs HIG
+277.8%
+235.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.5% | -2.0% |
| 7D | -8.4% | -0.5% | -7.9% | -8.3% |
| 30D | -6.5% | -2.8% | -3.6% | -6.0% |
| 3M | +18.6% | +6.3% | +12.2% | +17.4% |
| 6M | -10.4% | -0.1% | -10.3% | -10.4% |
| YTD | -23.7% | +0.4% | -24.1% | -23.8% |
| 1Y | -42.5% | +6.2% | -48.7% | -43.2% |
| 3Y | -19.3% | +101.6% | -120.9% | -28.6% |
| 5Y | -9.7% | +119.8% | -129.5% | -21.8% |
| 10Y | +194.4% | +311.7% | -117.3% | +122.6% |
| All | +513.1% | +277.8% | +235.2% | +256.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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