+511.4%
TRI vs SNY
+241.9%
+269.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -7.9% | -3.3% | -4.6% | -6.8% |
| 30D | -4.5% | -2.2% | -2.4% | -3.8% |
| 3M | +22.1% | -3.0% | +25.1% | +23.5% |
| 6M | -2.8% | +2.7% | -5.5% | -3.7% |
| YTD | -23.4% | -6.8% | -16.6% | -21.9% |
| 1Y | -41.5% | -5.3% | -36.3% | -40.9% |
| 3Y | -19.2% | -9.8% | -9.4% | -19.2% |
| 5Y | -9.4% | +9.7% | -19.1% | -17.3% |
| 10Y | +195.6% | +64.5% | +131.1% | +126.7% |
| All | +511.4% | +241.9% | +269.5% | +235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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