+590.9%
TRI vs SM
+253.9%
+337.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -2.9% | +9.4% | -12.3% | -3.7% |
| 30D | +3.7% | -14.4% | +18.1% | +4.8% |
| 3M | +3.7% | +1.6% | +2.2% | +3.1% |
| 6M | +35.1% | +6.3% | +28.8% | +33.4% |
| YTD | -14.0% | +78.8% | -92.8% | -19.3% |
| 1Y | -19.0% | +83.1% | -102.1% | -24.1% |
| 3Y | -12.0% | -5.9% | -6.1% | -14.4% |
| 5Y | +0.6% | +4.8% | -4.2% | -5.9% |
| 10Y | +225.4% | +17.5% | +207.9% | +141.3% |
| All | +590.9% | +253.9% | +337.0% | +193.5% |
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