+28.1%
XYZ vs TRI
-17.7%
+45.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | +12.6% | -1.6% | +14.2% | +13.1% |
| 30D | +10.8% | +5.0% | +5.8% | +9.2% |
| 3M | +8.4% | +4.6% | +3.8% | +6.5% |
| 6M | +14.3% | +18.3% | -4.0% | +8.2% |
| YTD | +31.5% | -14.7% | +46.2% | +38.4% |
| 1Y | +28.1% | -16.7% | +44.8% | +34.6% |
| All | +28.1% | -17.7% | +45.8% | +34.6% |
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