+67.3%
TRI vs ACI
+21.8%
+45.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.3% | -3.2% | -6.2% |
| 7D | -7.1% | -2.6% | -4.5% | -6.8% |
| 30D | -2.3% | +1.1% | -3.4% | -2.4% |
| 3M | +19.6% | -23.6% | +43.2% | +21.7% |
| 6M | -8.7% | -29.9% | +21.2% | -6.6% |
| YTD | -22.3% | -26.9% | +4.6% | -20.9% |
| 1Y | -40.7% | -34.2% | -6.4% | -39.2% |
| 3Y | -17.8% | -43.6% | +25.9% | -15.0% |
| 5Y | -8.5% | -42.4% | +33.9% | -6.2% |
| All | +67.3% | +21.8% | +45.6% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling