+19.6%
TRI vs MTB
+7.6%
+12.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -6.1% |
| 7D | -7.1% | +2.8% | -9.9% | -8.7% |
| 30D | -2.3% | -4.2% | +1.8% | +0.6% |
| 3M | +19.6% | +7.8% | +11.8% | +17.5% |
| All | +19.6% | +7.6% | +12.0% | +17.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling