+186.2%
TRI vs M
-10.0%
+196.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -1.0% |
| 7D | -14.4% | -8.8% | -5.6% | -13.8% |
| 30D | -8.1% | -16.4% | +8.3% | -7.0% |
| 3M | +17.5% | -10.8% | +28.3% | +18.4% |
| 6M | -5.0% | +16.1% | -21.1% | -6.0% |
| YTD | -24.7% | -5.3% | -19.4% | -24.7% |
| 1Y | -41.5% | +24.9% | -66.4% | -42.7% |
| 3Y | -20.3% | +97.5% | -117.9% | -26.1% |
| 5Y | -10.9% | +20.4% | -31.3% | -16.0% |
| All | +186.2% | -10.0% | +196.1% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling