+366.7%
TRI vs ACM
+252.1%
+114.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.1% |
| 7D | -2.9% | +5.6% | -8.5% | -4.6% |
| 30D | +3.7% | +20.8% | -17.1% | -2.2% |
| 3M | +3.7% | +11.4% | -7.7% | +0.1% |
| 6M | +35.1% | +0.9% | +34.2% | +34.2% |
| YTD | -14.0% | -24.8% | +10.8% | -7.3% |
| 1Y | -19.0% | -46.4% | +27.5% | -3.5% |
| 3Y | -12.0% | -9.2% | -2.8% | -12.0% |
| 5Y | +0.6% | +5.0% | -4.3% | -5.0% |
| 10Y | +225.4% | +130.6% | +94.9% | +122.9% |
| All | +366.7% | +252.1% | +114.6% | +130.9% |
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