+64.9%
TRI vs ACI
+21.2%
+43.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +1.4% |
| 7D | -7.9% | -3.7% | -4.1% | -7.5% |
| 30D | -4.5% | +0.6% | -5.1% | -4.5% |
| 3M | +22.1% | -20.3% | +42.4% | +23.9% |
| 6M | -2.8% | -24.7% | +21.9% | -1.0% |
| YTD | -23.4% | -27.2% | +3.8% | -22.0% |
| 1Y | -41.5% | -32.7% | -8.8% | -40.2% |
| 3Y | -19.2% | -43.9% | +24.7% | -16.5% |
| 5Y | -9.4% | -38.9% | +29.5% | -7.2% |
| All | +64.9% | +21.2% | +43.7% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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