+590.9%
TRI vs M
+138.3%
+452.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | -2.9% | +7.0% | -9.9% | -4.0% |
| 30D | +3.7% | +8.9% | -5.2% | +2.2% |
| 3M | +3.7% | +4.5% | -0.8% | +2.8% |
| 6M | +35.1% | +36.2% | -1.1% | +28.3% |
| YTD | -14.0% | +15.1% | -29.1% | -16.8% |
| 1Y | -19.0% | +27.4% | -46.4% | -22.9% |
| 3Y | -12.0% | +160.1% | -172.1% | -28.6% |
| 5Y | +0.6% | -1.6% | +2.2% | -8.8% |
| 10Y | +225.4% | -7.7% | +233.1% | +157.0% |
| All | +590.9% | +138.3% | +452.7% | +206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling