-38.4%
TRI vs ACM
-45.8%
+7.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.1% | -5.3% |
| 7D | -0.5% | -3.7% | +3.2% | +0.6% |
| 30D | +7.9% | -11.1% | +19.0% | +10.9% |
| 3M | +24.1% | -8.0% | +32.0% | +26.1% |
| 6M | +3.8% | -29.7% | +33.5% | +10.4% |
| YTD | -16.9% | -29.4% | +12.5% | -11.1% |
| 1Y | -38.4% | -46.4% | +8.0% | -33.1% |
| All | -38.4% | -45.8% | +7.4% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling