+32.0%
XYZ vs TRI
-17.3%
+49.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | -2.1% | -7.5% | +5.4% | -0.2% |
| 30D | +7.0% | +3.9% | +3.1% | +5.7% |
| 3M | +5.1% | +7.2% | -2.1% | +2.6% |
| 6M | +14.1% | +27.0% | -12.9% | +5.6% |
| YTD | +26.4% | -14.0% | +40.4% | +38.1% |
| All | +32.0% | -17.3% | +49.4% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling