+117.0%
AA vs TRI
+196.2%
-79.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | -3.4% | -7.9% | +4.5% | -1.0% |
| 30D | -5.8% | -4.5% | -1.3% | -5.0% |
| 3M | -29.9% | +22.1% | -52.0% | -36.6% |
| 6M | -27.0% | -2.8% | -24.2% | -28.8% |
| YTD | -8.7% | -23.4% | +14.7% | -1.5% |
| 1Y | +50.6% | -41.5% | +92.2% | +87.7% |
| 3Y | +74.1% | -19.2% | +93.3% | +70.3% |
| 5Y | +2.6% | -9.4% | +12.0% | -8.8% |
| All | +117.0% | +196.2% | -79.3% | +3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling