+67.7%
V vs TRI
-10.1%
+77.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | +0.2% |
| 7D | -2.9% | -8.4% | +5.5% | -0.7% |
| 30D | +1.9% | -6.5% | +8.3% | +3.4% |
| 3M | +13.2% | +18.6% | -5.3% | +6.6% |
| 6M | +16.7% | -10.4% | +27.2% | +18.6% |
| YTD | +5.4% | -23.7% | +29.1% | +13.8% |
| 1Y | +7.7% | -42.5% | +50.1% | +30.0% |
| 3Y | +52.0% | -19.3% | +71.3% | +50.6% |
| 5Y | +67.7% | -9.7% | +77.4% | +46.3% |
| All | +67.7% | -10.1% | +77.8% | +46.3% |
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