+16.0%
AA vs TRI
-22.4%
+38.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.4% | -3.6% | +3.3% |
| 7D | +0.9% | +1.0% | -0.1% | +1.0% |
| 30D | -6.4% | +20.8% | -27.2% | -4.9% |
| 3M | -13.0% | +8.1% | -21.1% | -12.1% |
| 6M | -34.6% | +24.2% | -58.8% | -32.3% |
| YTD | -23.0% | -7.8% | -15.3% | -22.0% |
| 1Y | +16.0% | -16.7% | +32.6% | +16.7% |
| All | +16.0% | -22.4% | +38.4% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling