-38.4%
TRI vs S
+10.1%
-48.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.6% |
| 7D | -0.5% | -7.7% | +7.2% | +2.3% |
| 30D | +7.9% | -5.3% | +13.2% | +9.2% |
| 3M | +24.1% | +20.3% | +3.8% | +13.8% |
| 6M | +3.8% | +47.4% | -43.5% | -12.8% |
| YTD | -16.9% | +32.5% | -49.4% | -28.6% |
| 1Y | -38.4% | +9.5% | -47.9% | -46.3% |
| All | -38.4% | +10.1% | -48.5% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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