+145.0%
TT vs TRI
-7.1%
+152.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +0.6% |
| 7D | +1.6% | -7.1% | +8.7% | +2.6% |
| 30D | -7.3% | -2.3% | -5.0% | -7.2% |
| 3M | -2.6% | +19.6% | -22.2% | -7.0% |
| 6M | +5.9% | -8.7% | +14.6% | +8.5% |
| YTD | +15.4% | -22.3% | +37.7% | +27.3% |
| 1Y | +8.2% | -40.7% | +48.9% | +37.7% |
| 3Y | +122.7% | -17.8% | +140.4% | +113.0% |
| 5Y | +145.0% | -8.5% | +153.5% | +101.8% |
| All | +145.0% | -7.1% | +152.0% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling