+351.3%
TRI vs ACM
+230.8%
+120.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.4% |
| 3M | +24.1% | -8.0% | +32.0% | +26.9% |
| 6M | +3.8% | -29.7% | +33.5% | +14.8% |
| YTD | -16.9% | -29.4% | +12.5% | -8.5% |
| 1Y | -38.4% | -46.4% | +8.0% | -26.7% |
| 3Y | -12.2% | -22.3% | +10.1% | -7.9% |
| 5Y | -1.8% | +4.5% | -6.3% | -7.3% |
| 10Y | +207.6% | +127.6% | +80.0% | +110.8% |
| All | +351.3% | +230.8% | +120.5% | +128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling