-35.7%
U vs TRI
+41.2%
-76.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +3.3% |
| 7D | +5.5% | -7.9% | +13.4% | +11.1% |
| 30D | -1.3% | -4.5% | +3.2% | +0.8% |
| 3M | +64.6% | +22.1% | +42.5% | +36.2% |
| 6M | +119.4% | -2.8% | +122.1% | +112.9% |
| YTD | -0.5% | -23.4% | +22.9% | +18.1% |
| 1Y | +1.3% | -41.5% | +42.8% | +52.1% |
| 3Y | +15.6% | -19.2% | +34.8% | +15.3% |
| 5Y | -67.5% | -9.4% | -58.1% | -74.3% |
| All | -35.7% | +41.2% | -76.9% | -61.6% |
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