+8,656.5%
TSM vs TRI
+561.6%
+8,094.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.4% | +8.3% | +5.4% |
| 7D | +2.7% | -0.5% | +3.2% | +2.7% |
| 30D | +3.6% | +7.9% | -4.3% | -0.8% |
| 3M | -3.4% | +24.1% | -27.4% | -16.5% |
| 6M | +20.6% | +3.8% | +16.8% | +10.8% |
| YTD | +41.9% | -16.9% | +58.7% | +43.8% |
| 1Y | +84.4% | -38.4% | +122.8% | +119.6% |
| 3Y | +380.2% | -12.2% | +392.4% | +355.6% |
| 5Y | +275.3% | -1.8% | +277.1% | +230.7% |
| 10Y | +1,751.4% | +207.6% | +1,543.8% | +702.3% |
| All | +8,656.5% | +561.6% | +8,094.9% | +1,661.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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