-19.5%
TRI vs M
+106.8%
-126.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.7% |
| 7D | -8.4% | -4.1% | -4.3% | -8.2% |
| 30D | -6.5% | -13.6% | +7.2% | -5.8% |
| 3M | +18.6% | -2.3% | +20.9% | +18.9% |
| 6M | -10.4% | +21.9% | -32.4% | -10.9% |
| YTD | -23.7% | -0.6% | -23.1% | -23.5% |
| 1Y | -42.5% | +29.7% | -72.2% | -43.1% |
| All | -19.5% | +106.8% | -126.3% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling