-41.5%
TRI vs RL
+9.4%
-50.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -14.4% | -2.2% | -12.2% | -14.3% |
| 30D | -8.1% | -15.3% | +7.2% | -7.7% |
| 3M | +17.5% | -10.3% | +27.9% | +17.7% |
| 6M | -5.0% | -2.2% | -2.7% | -5.6% |
| YTD | -24.7% | -4.3% | -20.4% | -24.4% |
| 1Y | -41.5% | +8.9% | -50.4% | -40.6% |
| All | -41.5% | +9.4% | -50.9% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling