+191.1%
TRI vs SM
+23.0%
+168.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -7.9% | +4.6% | -12.4% | -8.0% |
| 30D | -4.5% | +18.2% | -22.7% | -5.1% |
| 3M | +22.1% | +22.5% | -0.4% | +21.0% |
| 6M | -2.8% | +50.6% | -53.3% | -4.4% |
| YTD | -23.4% | +108.1% | -131.5% | -25.6% |
| 1Y | -41.5% | +46.0% | -87.5% | -42.6% |
| 3Y | -19.2% | +2.9% | -22.1% | -20.3% |
| 5Y | -9.4% | +112.6% | -122.0% | -13.6% |
| All | +191.1% | +23.0% | +168.1% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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