-37.2%
TRI vs IRE
-84.0%
+46.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.8% | +5.0% | -2.1% |
| 7D | -8.4% | +29.0% | -37.4% | -7.4% |
| 30D | -6.5% | +24.2% | -30.7% | -5.2% |
| 3M | +18.6% | -53.2% | +71.7% | +20.2% |
| 6M | -10.4% | -36.0% | +25.6% | -9.1% |
| YTD | -23.7% | -51.0% | +27.3% | -22.4% |
| All | -37.2% | -84.0% | +46.8% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling