-68.9%
U vs TRI
-11.1%
-57.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.2% |
| 7D | 0.0% | -14.4% | +14.3% | +10.9% |
| 30D | -4.1% | -8.1% | +4.0% | +0.6% |
| 3M | +57.8% | +17.5% | +40.3% | +32.9% |
| 6M | +103.5% | -5.0% | +108.5% | +100.7% |
| YTD | -4.8% | -24.7% | +19.9% | +16.5% |
| 1Y | -2.4% | -41.5% | +39.1% | +52.3% |
| 3Y | +11.7% | -20.3% | +32.0% | +4.4% |
| 5Y | -68.9% | -10.9% | -57.9% | -79.2% |
| All | -68.9% | -11.1% | -57.7% | -79.2% |
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