+588.0%
TRI vs M
+139.7%
+448.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -7.2% | -3.3% | -3.9% | -6.8% |
| 30D | +4.4% | +8.1% | -3.7% | +3.0% |
| 3M | +4.5% | +2.2% | +2.3% | +3.9% |
| 6M | +23.7% | +35.1% | -11.4% | +17.6% |
| YTD | -14.4% | +15.8% | -30.2% | -17.2% |
| 1Y | -17.4% | +25.8% | -43.2% | -21.2% |
| 3Y | -11.0% | +156.2% | -167.2% | -27.6% |
| 5Y | +0.7% | -2.4% | +3.0% | -8.6% |
| 10Y | +224.0% | -7.1% | +231.2% | +155.7% |
| All | +588.0% | +139.7% | +448.2% | +205.0% |
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