+191.1%
TRI vs WY
+7.6%
+183.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -7.9% | -4.2% | -3.7% | -6.9% |
| 30D | -4.5% | -10.1% | +5.6% | -2.1% |
| 3M | +22.1% | -8.5% | +30.6% | +24.7% |
| 6M | -2.8% | -3.3% | +0.6% | -2.5% |
| YTD | -23.4% | -4.4% | -19.0% | -23.3% |
| 1Y | -41.5% | -11.5% | -30.0% | -40.4% |
| 3Y | -19.2% | -24.3% | +5.1% | -15.6% |
| 5Y | -9.4% | -21.3% | +11.9% | -7.5% |
| All | +191.1% | +7.6% | +183.5% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling