+513.1%
TRI vs MTB
+458.9%
+54.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -8.4% | +1.1% | -9.5% | -8.6% |
| 30D | -6.5% | -4.6% | -1.8% | -5.4% |
| 3M | +18.6% | +6.3% | +12.3% | +16.8% |
| 6M | -10.4% | +15.6% | -26.0% | -13.9% |
| YTD | -23.7% | +20.6% | -44.3% | -27.6% |
| 1Y | -42.5% | +22.5% | -65.0% | -45.7% |
| 3Y | -19.3% | +114.4% | -133.7% | -35.8% |
| 5Y | -9.7% | +101.9% | -111.5% | -29.7% |
| 10Y | +194.4% | +170.4% | +24.0% | +90.2% |
| All | +513.1% | +458.9% | +54.1% | +153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling