+67.4%
XYZ vs TRI
-7.2%
+74.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.7% | +6.4% | +3.2% |
| 7D | +12.1% | -4.8% | +17.0% | +13.7% |
| 30D | +12.4% | +13.4% | -1.0% | +7.7% |
| 3M | +8.2% | +13.1% | -5.0% | +3.2% |
| 6M | +20.7% | +24.4% | -3.7% | +10.1% |
| YTD | +31.3% | -11.4% | +42.8% | +37.7% |
| 1Y | +20.5% | -15.6% | +36.1% | +29.0% |
| All | +67.4% | -7.2% | +74.6% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling