-19.5%
TRI vs ACM
-22.3%
+2.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -0.9% |
| 7D | -8.4% | -3.7% | -4.7% | -7.3% |
| 30D | -6.5% | -12.7% | +6.2% | -3.1% |
| 3M | +18.6% | -9.8% | +28.4% | +21.8% |
| 6M | -10.4% | -31.4% | +21.0% | -1.8% |
| YTD | -23.7% | -32.1% | +8.4% | -16.2% |
| 1Y | -42.5% | -47.8% | +5.3% | -33.2% |
| All | -19.5% | -22.3% | +2.8% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling