-9.8%
TRI vs MDY
+46.3%
-56.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | -7.9% | -1.9% | -6.0% | -7.2% |
| 30D | -4.5% | -4.6% | +0.1% | -2.8% |
| 3M | +22.1% | -1.2% | +23.3% | +22.6% |
| 6M | -2.8% | +9.2% | -12.0% | -6.7% |
| YTD | -23.4% | +13.1% | -36.5% | -27.6% |
| 1Y | -41.5% | +13.0% | -54.5% | -44.8% |
| 3Y | -19.2% | +49.2% | -68.4% | -33.9% |
| All | -9.8% | +46.3% | -56.1% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling