-39.7%
TRI vs SARO
-22.5%
-17.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.6% |
| 7D | -7.9% | -3.1% | -4.8% | -7.6% |
| 30D | -4.5% | -12.2% | +7.7% | -3.4% |
| 3M | +22.1% | -7.4% | +29.5% | +22.5% |
| 6M | -2.8% | -15.3% | +12.5% | -1.4% |
| YTD | -23.4% | -16.2% | -7.2% | -22.4% |
| 1Y | -41.5% | -12.1% | -29.4% | -41.3% |
| All | -39.7% | -22.5% | -17.3% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 all: compounded portfolio wealth divided by compounded SARO 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…
all analysis · Full analysis span regression · 6 months rolling