+191.1%
TRI vs PSLV
+190.6%
+0.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -7.9% | -3.5% | -4.4% | -7.7% |
| 30D | -4.5% | -2.1% | -2.4% | -4.4% |
| 3M | +22.1% | -1.6% | +23.7% | +22.1% |
| 6M | -2.8% | -25.5% | +22.7% | -0.7% |
| YTD | -23.4% | -11.4% | -12.0% | -24.8% |
| 1Y | -41.5% | +48.6% | -90.1% | -46.9% |
| 3Y | -19.2% | +166.9% | -186.1% | -33.7% |
| 5Y | -9.4% | +152.4% | -161.8% | -25.8% |
| All | +191.1% | +190.6% | +0.5% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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