-12.0%
TRI vs SM
-3.9%
-8.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -2.9% | +9.4% | -12.3% | -3.3% |
| 30D | +3.7% | -14.4% | +18.1% | +4.3% |
| 3M | +3.7% | +1.6% | +2.2% | +3.2% |
| 6M | +35.1% | +6.3% | +28.8% | +33.5% |
| YTD | -14.0% | +78.8% | -92.8% | -16.5% |
| 1Y | -19.0% | +83.1% | -102.1% | -21.4% |
| 3Y | -12.0% | -5.9% | -6.1% | -12.9% |
| All | -12.0% | -3.9% | -8.0% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling