+224.7%
TRI vs RL
+337.1%
-112.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -2.9% | +2.6% | -5.5% | -3.3% |
| 30D | +3.7% | +2.9% | +0.8% | +3.2% |
| 3M | +3.7% | 0.0% | +3.7% | +3.6% |
| 6M | +35.1% | +17.1% | +18.0% | +31.5% |
| YTD | -14.0% | +10.1% | -24.1% | -15.8% |
| 1Y | -19.0% | +17.3% | -36.3% | -21.4% |
| 3Y | -12.0% | +249.3% | -261.3% | -28.5% |
| 5Y | +0.6% | +240.9% | -240.3% | -19.6% |
| All | +224.7% | +337.1% | -112.3% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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