+186.2%
TRI vs ALLE
+154.9%
+31.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -14.4% | -2.8% | -11.6% | -13.7% |
| 30D | -8.1% | -10.2% | +2.1% | -5.3% |
| 3M | +17.5% | +17.4% | +0.1% | +12.1% |
| 6M | -5.0% | +3.3% | -8.3% | -6.5% |
| YTD | -24.7% | -4.2% | -20.5% | -24.5% |
| 1Y | -41.5% | -10.5% | -31.0% | -40.2% |
| 3Y | -20.3% | +45.4% | -65.7% | -31.1% |
| 5Y | -10.9% | +11.9% | -22.9% | -17.9% |
| All | +186.2% | +154.9% | +31.3% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALLE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling