-37.5%
U vs TRI
+43.4%
-80.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.5% | +9.1% | +7.0% |
| 7D | +4.5% | -7.1% | +11.6% | +9.2% |
| 30D | -0.6% | -2.3% | +1.8% | -0.1% |
| 3M | +48.4% | +19.6% | +28.9% | +25.0% |
| 6M | +115.4% | -8.7% | +124.1% | +120.6% |
| YTD | -3.2% | -22.3% | +19.0% | +13.7% |
| 1Y | -6.0% | -40.7% | +34.6% | +39.7% |
| 3Y | +13.5% | -17.8% | +31.2% | +11.6% |
| 5Y | -68.0% | -8.5% | -59.5% | -74.9% |
| All | -37.5% | +43.4% | -80.8% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling