+584.9%
XYZ vs TRI
+225.2%
+359.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -1.1% | -2.9% | +1.9% | +0.8% |
| 30D | +11.5% | +3.7% | +7.8% | +7.4% |
| 3M | +1.8% | +3.7% | -1.9% | -3.5% |
| 6M | +21.2% | +35.1% | -13.9% | -10.8% |
| YTD | +29.9% | -14.0% | +44.0% | +36.4% |
| 1Y | +35.8% | -19.0% | +54.7% | +50.6% |
| 3Y | +62.6% | -12.0% | +74.6% | +50.0% |
| 5Y | -62.8% | +0.6% | -63.4% | -70.4% |
| All | +584.9% | +225.2% | +359.7% | +100.9% |
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