+1.5%
TT vs TRI
-17.3%
+18.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | +4.0% | -2.9% | +6.9% | +3.5% |
| 30D | -11.3% | +3.7% | -15.0% | -10.5% |
| 3M | -12.3% | +3.7% | -16.0% | -11.1% |
| 6M | -10.8% | +35.1% | -46.0% | -3.9% |
| YTD | +8.2% | -14.0% | +22.2% | +12.7% |
| 1Y | +1.5% | -19.0% | +20.4% | +10.0% |
| All | +1.5% | -17.3% | +18.8% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling