-16.7%
TRI vs S
+36.5%
-53.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.6% | +4.8% | +5.8% |
| 7D | +1.0% | -8.2% | +9.2% | +3.8% |
| 30D | +20.8% | -7.6% | +28.4% | +23.2% |
| 3M | +8.1% | +12.0% | -3.9% | +0.7% |
| 6M | +24.2% | +50.6% | -26.4% | +1.3% |
| YTD | -7.8% | +56.6% | -64.4% | -28.3% |
| 1Y | -16.7% | +39.2% | -55.9% | -34.8% |
| All | -16.7% | +36.5% | -53.2% | -34.8% |
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