-10.9%
TRI vs S
-70.4%
+59.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.5% |
| 7D | -14.4% | +0.1% | -14.4% | -14.4% |
| 30D | -8.1% | -11.8% | +3.7% | -6.8% |
| 3M | +17.5% | +33.9% | -16.4% | +13.3% |
| 6M | -5.0% | +40.1% | -45.1% | -9.0% |
| YTD | -24.7% | +32.1% | -56.8% | -27.4% |
| 1Y | -41.5% | +11.0% | -52.5% | -42.9% |
| 3Y | -20.3% | +16.9% | -37.3% | -24.4% |
| 5Y | -10.9% | -68.9% | +58.0% | -7.9% |
| All | -10.9% | -70.4% | +59.5% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling