-38.1%
TRI vs IRE
-85.3%
+47.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.8% | +6.5% | -1.6% |
| 7D | -14.4% | +7.9% | -22.3% | -14.0% |
| 30D | -8.1% | +9.3% | -17.4% | -7.3% |
| 3M | +17.5% | -52.3% | +69.9% | +18.9% |
| 6M | -5.0% | -38.5% | +33.5% | -3.8% |
| YTD | -24.7% | -54.8% | +30.1% | -23.6% |
| All | -38.1% | -85.3% | +47.2% | -37.2% |
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