-19.0%
TRI vs IRE
-97.6%
+78.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.4% | +14.4% | -0.8% |
| 7D | -2.9% | -31.8% | +28.9% | -4.8% |
| 30D | +3.7% | -71.8% | +75.5% | -0.6% |
| 3M | +3.7% | -88.9% | +92.6% | -3.8% |
| 6M | +35.1% | -95.4% | +130.5% | +26.7% |
| YTD | -14.0% | -94.2% | +80.2% | -18.1% |
| 1Y | -19.0% | -97.1% | +78.1% | -23.9% |
| All | -19.0% | -97.6% | +78.6% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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