+610.7%
XYZ vs TRI
+196.1%
+414.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.3% | +1.4% |
| 7D | +2.9% | -7.1% | +9.9% | +7.9% |
| 30D | +1.4% | -2.3% | +3.7% | +2.2% |
| 3M | +14.6% | +19.6% | -5.0% | -3.9% |
| 6M | +20.8% | -8.7% | +29.5% | +22.4% |
| YTD | +23.1% | -22.3% | +45.3% | +41.4% |
| 1Y | +5.6% | -40.7% | +46.3% | +55.4% |
| 3Y | +50.9% | -17.8% | +68.7% | +47.3% |
| 5Y | -68.6% | -8.5% | -60.1% | -72.7% |
| All | +610.7% | +196.1% | +414.7% | +160.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling