-68.9%
XYZ vs TRI
-1.9%
-66.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | +2.4% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -1.7% | +7.9% | -9.6% | -6.5% |
| 3M | +16.7% | +24.1% | -7.3% | -0.5% |
| 6M | +26.9% | +3.8% | +23.0% | +19.8% |
| YTD | +27.1% | -16.9% | +44.0% | +44.1% |
| 1Y | +9.3% | -38.4% | +47.6% | +63.2% |
| 3Y | +42.3% | -12.2% | +54.5% | +21.3% |
| All | -68.9% | -1.9% | -66.9% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling