-62.3%
W vs TRI
-10.1%
-52.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +1.1% |
| 7D | +5.9% | -8.4% | +14.3% | +10.3% |
| 30D | -3.0% | -6.5% | +3.4% | -0.5% |
| 3M | +40.3% | +18.6% | +21.8% | +27.4% |
| 6M | +32.2% | -10.4% | +42.7% | +38.4% |
| YTD | -0.3% | -23.7% | +23.4% | +17.1% |
| 1Y | +16.2% | -42.5% | +58.6% | +74.1% |
| 3Y | +40.7% | -19.3% | +60.0% | +25.1% |
| 5Y | -62.3% | -9.7% | -52.7% | -77.0% |
| All | -62.3% | -10.1% | -52.3% | -77.0% |
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 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