+21.9%
TRI vs S
-51.7%
+73.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.9% | +2.0% | -4.9% | -3.2% |
| 30D | +3.7% | -2.7% | +6.4% | +3.6% |
| 3M | +3.7% | -6.9% | +10.6% | +3.8% |
| 6M | +35.1% | +38.1% | -2.9% | +29.1% |
| YTD | -14.0% | +48.0% | -62.0% | -18.6% |
| 1Y | -19.0% | +34.5% | -53.4% | -22.7% |
| 3Y | -12.0% | +38.3% | -50.3% | -18.1% |
| 5Y | +0.6% | -70.9% | +71.6% | +1.4% |
| All | +21.9% | -51.7% | +73.7% | +22.4% |
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