-19.2%
TRI vs MTB
+114.2%
-133.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.9% |
| 3M | +22.1% | +6.0% | +16.2% | +21.5% |
| 6M | -2.8% | +19.6% | -22.4% | -4.6% |
| YTD | -23.4% | +21.5% | -44.9% | -25.1% |
| 1Y | -41.5% | +24.7% | -66.2% | -43.1% |
| 3Y | -19.2% | +108.6% | -127.8% | -27.1% |
| All | -19.2% | +114.2% | -133.4% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling