-38.4%
TRI vs ALC
-10.2%
-28.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -4.3% |
| 7D | -0.5% | -2.1% | +1.6% | +0.7% |
| 30D | +7.9% | -0.1% | +8.0% | +8.0% |
| 3M | +24.1% | +5.9% | +18.2% | +21.1% |
| 6M | +3.8% | -15.9% | +19.8% | +11.6% |
| YTD | -16.9% | -10.1% | -6.8% | -13.8% |
| 1Y | -38.4% | -10.2% | -28.2% | -37.3% |
| All | -38.4% | -10.2% | -28.2% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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