+911.5%
TT vs TRI
+191.2%
+720.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -1.0% | -14.4% | +13.4% | +3.5% |
| 30D | -8.9% | -8.1% | -0.8% | -7.0% |
| 3M | -1.8% | +17.5% | -19.4% | -9.1% |
| 6M | +1.9% | -5.0% | +6.8% | +0.7% |
| YTD | +13.8% | -24.7% | +38.5% | +23.6% |
| 1Y | +6.1% | -41.5% | +47.6% | +31.6% |
| 3Y | +119.6% | -20.3% | +139.9% | +119.3% |
| 5Y | +145.9% | -10.9% | +156.8% | +127.0% |
| All | +911.5% | +191.2% | +720.3% | +442.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling