+189.9%
TRI vs ALLE
+155.7%
+34.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.1% |
| 7D | -8.4% | -2.2% | -6.2% | -7.8% |
| 30D | -6.5% | -8.3% | +1.9% | -4.1% |
| 3M | +18.6% | +16.3% | +2.3% | +13.4% |
| 6M | -10.4% | +1.8% | -12.3% | -11.4% |
| YTD | -23.7% | -3.9% | -19.8% | -23.6% |
| 1Y | -42.5% | -10.0% | -32.4% | -41.3% |
| 3Y | -19.3% | +45.8% | -65.1% | -30.2% |
| 5Y | -9.7% | +13.3% | -22.9% | -17.0% |
| All | +189.9% | +155.7% | +34.3% | +118.8% |
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