+554.8%
XYZ vs TRI
+244.2%
+310.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | +12.6% | -1.6% | +14.2% | +13.8% |
| 30D | +10.8% | +5.0% | +5.8% | +5.8% |
| 3M | +8.4% | +4.6% | +3.8% | +2.1% |
| 6M | +14.3% | +18.3% | -4.0% | -6.2% |
| YTD | +31.5% | -14.7% | +46.2% | +38.2% |
| 1Y | +28.1% | -16.7% | +44.8% | +37.1% |
| 3Y | +66.2% | -11.3% | +77.5% | +52.5% |
| 5Y | -62.3% | -0.6% | -61.8% | -69.3% |
| 10Y | +634.6% | +220.2% | +414.3% | +137.4% |
| All | +554.8% | +244.2% | +310.6% | +91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling