-11.7%
AA vs TRI
+561.6%
-573.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.3% | +1.2% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | +5.0% | +7.9% | -2.9% | -0.7% |
| 3M | -35.8% | +24.1% | -59.9% | -46.6% |
| 6M | -18.4% | +3.8% | -22.2% | -26.8% |
| YTD | -5.5% | -16.9% | +11.4% | -4.0% |
| 1Y | +61.0% | -38.4% | +99.4% | +101.5% |
| 3Y | +66.2% | -12.2% | +78.4% | +52.4% |
| 5Y | +11.4% | -1.8% | +13.2% | -7.9% |
| 10Y | +116.9% | +207.6% | -90.7% | -29.7% |
| All | -11.7% | +561.6% | -573.4% | -85.8% |
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