+50.9%
XYZ vs TRI
-17.7%
+68.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.3% | -1.0% |
| 7D | +2.9% | -7.1% | +9.9% | +5.3% |
| 30D | +1.4% | -2.3% | +3.7% | +1.9% |
| 3M | +14.6% | +19.6% | -5.0% | +6.0% |
| 6M | +20.8% | -8.7% | +29.5% | +23.4% |
| YTD | +23.1% | -22.3% | +45.3% | +36.2% |
| 1Y | +5.6% | -40.7% | +46.3% | +34.1% |
| 3Y | +50.9% | -17.8% | +68.7% | +37.8% |
| All | +50.9% | -17.7% | +68.6% | +37.8% |
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