+292.7%
TRI vs PSLV
+109.5%
+183.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| YTD | -23.4% | -11.4% | -12.0% | -24.3% |
| 1Y | -41.5% | +48.6% | -90.1% | -45.4% |
| 3Y | -19.2% | +166.9% | -186.1% | -29.6% |
| 5Y | -9.4% | +152.4% | -161.8% | -21.1% |
| 10Y | +195.6% | +187.8% | +7.8% | +149.1% |
| All | +292.7% | +109.5% | +183.2% | +232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling