-17.8%
TRI vs RL
+211.8%
-229.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.4% | -6.4% |
| 7D | -7.1% | +1.9% | -9.0% | -7.3% |
| 30D | -2.3% | -12.2% | +9.9% | -1.0% |
| 3M | +19.6% | -6.6% | +26.2% | +20.2% |
| 6M | -8.7% | +3.2% | -11.9% | -9.8% |
| YTD | -22.3% | -1.3% | -21.0% | -22.6% |
| 1Y | -40.7% | +13.6% | -54.3% | -42.1% |
| 3Y | -17.8% | +210.9% | -228.6% | -33.2% |
| All | -17.8% | +211.8% | -229.6% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling