-9.8%
TRI vs USFR
+20.6%
-30.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -7.9% | +0.1% | -8.0% | -7.9% |
| 30D | -4.5% | +0.4% | -4.9% | -4.6% |
| 3M | +22.1% | +1.0% | +21.1% | +21.6% |
| 6M | -2.8% | +2.0% | -4.8% | -2.6% |
| YTD | -23.4% | +2.8% | -26.2% | -23.2% |
| 1Y | -41.5% | +4.1% | -45.6% | -41.4% |
| 3Y | -19.2% | +14.1% | -33.4% | -16.7% |
| All | -9.8% | +20.6% | -30.4% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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