+7.9%
AA vs TRI
-10.0%
+17.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.7% |
| 7D | -0.6% | -8.4% | +7.8% | +0.6% |
| 30D | -1.6% | -6.5% | +4.9% | -0.8% |
| 3M | -29.8% | +18.6% | -48.4% | -33.0% |
| 6M | -16.6% | -10.4% | -6.2% | -14.7% |
| YTD | -4.0% | -23.7% | +19.7% | +3.3% |
| 1Y | +63.5% | -42.5% | +106.0% | +98.9% |
| 3Y | +86.8% | -19.3% | +106.0% | +77.1% |
| All | +7.9% | -10.0% | +17.8% | -17.0% |
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