-9.8%
TRI vs TDY
+39.0%
-48.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.5% |
| 7D | -7.9% | -1.1% | -6.8% | -7.7% |
| 30D | -4.5% | -12.0% | +7.5% | -2.1% |
| 3M | +22.1% | -3.2% | +25.3% | +22.3% |
| 6M | -2.8% | -7.9% | +5.1% | -1.8% |
| YTD | -23.4% | +18.2% | -41.6% | -29.1% |
| 1Y | -41.5% | +6.7% | -48.2% | -44.1% |
| 3Y | -19.2% | +47.5% | -66.8% | -32.0% |
| All | -9.8% | +39.0% | -48.9% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling