+568.1%
TRI vs RL
+1,794.6%
-1,226.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.0% | -7.5% | -5.9% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | +7.9% | -7.8% | +15.6% | +9.7% |
| 3M | +24.1% | -4.0% | +28.1% | +24.6% |
| 6M | +3.8% | -1.9% | +5.7% | +3.0% |
| YTD | -16.9% | -0.2% | -16.7% | -17.8% |
| 1Y | -38.4% | +10.7% | -49.1% | -40.6% |
| 3Y | -12.2% | +210.8% | -223.0% | -34.6% |
| 5Y | -1.8% | +238.2% | -240.0% | -30.5% |
| 10Y | +207.6% | +313.4% | -105.8% | +88.6% |
| All | +568.1% | +1,794.6% | -1,226.6% | +156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling