+0.3%
TRI vs ACM
+1.1%
-0.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.1% |
| 7D | -2.9% | +5.6% | -8.5% | -4.7% |
| 30D | +3.7% | +20.8% | -17.1% | -2.5% |
| 3M | +3.7% | +11.4% | -7.7% | 0.0% |
| 6M | +35.1% | +0.9% | +34.2% | +34.0% |
| YTD | -14.0% | -24.8% | +10.8% | -7.7% |
| 1Y | -19.0% | -46.4% | +27.5% | -4.3% |
| 3Y | -12.0% | -9.2% | -2.8% | -14.1% |
| All | +0.3% | +1.1% | -0.8% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling