-63.0%
XYZ vs TRI
+3.3%
-66.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.7% | +6.4% | +4.3% |
| 7D | +12.1% | -4.8% | +17.0% | +14.8% |
| 30D | +12.4% | +13.4% | -1.0% | +4.1% |
| 3M | +8.2% | +13.1% | -5.0% | -1.0% |
| 6M | +20.7% | +24.4% | -3.7% | +0.7% |
| YTD | +31.3% | -11.4% | +42.8% | +42.3% |
| 1Y | +20.5% | -15.6% | +36.1% | +36.2% |
| 3Y | +72.6% | -6.5% | +79.1% | +37.9% |
| All | -63.0% | +3.3% | -66.2% | -79.1% |
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