+224.7%
TRI vs ALLE
+211.7%
+13.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -2.9% | +3.6% | -6.5% | -3.9% |
| 30D | +3.7% | +25.9% | -22.2% | -2.9% |
| 3M | +3.7% | +15.8% | -12.0% | -0.6% |
| 6M | +35.1% | +48.1% | -13.0% | +20.4% |
| YTD | -14.0% | +22.0% | -36.0% | -19.6% |
| 1Y | -19.0% | +18.0% | -37.0% | -23.5% |
| 3Y | -12.0% | +93.1% | -105.1% | -29.9% |
| 5Y | +0.6% | +52.1% | -51.4% | -15.1% |
| All | +224.7% | +211.7% | +13.1% | +138.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling