+191.1%
TRI vs MTB
+173.8%
+17.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -7.9% | 0.0% | -7.9% | -7.9% |
| 30D | -4.5% | -4.8% | +0.3% | -3.8% |
| 3M | +22.1% | +6.0% | +16.2% | +21.2% |
| 6M | -2.8% | +19.6% | -22.4% | -5.3% |
| YTD | -23.4% | +21.5% | -44.9% | -25.7% |
| 1Y | -41.5% | +24.7% | -66.2% | -43.5% |
| 3Y | -19.2% | +108.6% | -127.8% | -28.5% |
| 5Y | -9.4% | +106.7% | -116.1% | -21.2% |
| All | +191.1% | +173.8% | +17.2% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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