+8.6%
TRI vs S
-57.1%
+65.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -7.9% | -0.7% | -7.2% | -7.8% |
| 30D | -4.5% | -11.4% | +6.9% | -3.3% |
| 3M | +22.1% | +33.8% | -11.7% | +17.9% |
| 6M | -2.8% | +39.5% | -42.2% | -6.7% |
| YTD | -23.4% | +31.7% | -55.1% | -26.0% |
| 1Y | -41.5% | +7.0% | -48.5% | -42.6% |
| 3Y | -19.2% | +11.8% | -31.0% | -22.7% |
| 5Y | -9.4% | -69.0% | +59.6% | -7.9% |
| All | +8.6% | -57.1% | +65.7% | +11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling