+35.3%
W vs TRI
-19.2%
+54.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.7% |
| 7D | +5.9% | -8.4% | +14.3% | +8.5% |
| 30D | -3.0% | -6.5% | +3.4% | -1.5% |
| 3M | +40.3% | +18.6% | +21.8% | +34.8% |
| 6M | +32.2% | -10.4% | +42.7% | +37.1% |
| YTD | -0.3% | -23.7% | +23.4% | +10.4% |
| 1Y | +16.2% | -42.5% | +58.6% | +47.4% |
| All | +35.3% | -19.2% | +54.5% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling