+568.1%
TRI vs SM
+294.0%
+274.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -5.2% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +7.9% | +26.3% | -18.4% | +5.6% |
| 3M | +24.1% | +8.7% | +15.4% | +22.7% |
| 6M | +3.8% | +51.7% | -47.9% | -0.5% |
| YTD | -16.9% | +99.0% | -115.9% | -22.4% |
| 1Y | -38.4% | +34.6% | -73.0% | -40.6% |
| 3Y | -12.2% | -7.8% | -4.5% | -14.3% |
| 5Y | -1.8% | +104.8% | -106.6% | -13.7% |
| 10Y | +207.6% | +7.2% | +200.4% | +133.5% |
| All | +568.1% | +294.0% | +274.0% | +182.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling