+89.2%
TRI vs ALC
+17.1%
+72.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.3% |
| 7D | -14.4% | -7.7% | -6.7% | -11.7% |
| 30D | -8.1% | -11.7% | +3.6% | -3.7% |
| 3M | +17.5% | +0.7% | +16.9% | +17.7% |
| 6M | -5.0% | -17.1% | +12.1% | +1.3% |
| YTD | -24.7% | -15.1% | -9.6% | -20.3% |
| 1Y | -41.5% | -14.1% | -27.4% | -38.4% |
| 3Y | -20.3% | -18.2% | -2.2% | -16.6% |
| 5Y | -10.9% | -19.2% | +8.2% | -8.0% |
| All | +89.2% | +17.1% | +72.2% | +55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling