-16.8%
TRI vs TLN
+571.8%
-588.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.3% |
| 7D | -14.4% | +2.0% | -16.3% | -14.3% |
| 30D | -8.1% | -12.9% | +4.8% | -8.2% |
| 3M | +17.5% | -7.4% | +25.0% | +17.0% |
| 6M | -5.0% | -6.0% | +1.1% | -5.6% |
| YTD | -24.7% | -16.9% | -7.8% | -24.9% |
| 1Y | -41.5% | -22.6% | -18.9% | -41.5% |
| 3Y | -20.3% | +469.0% | -489.4% | -23.1% |
| All | -16.8% | +571.8% | -588.6% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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