-11.9%
TRI vs ALLE
+50.9%
-62.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.6% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +7.9% | -6.8% | +14.7% | +9.0% |
| 3M | +24.1% | +21.0% | +3.0% | +20.9% |
| 6M | +3.8% | +1.1% | +2.7% | +3.9% |
| YTD | -16.9% | -0.5% | -16.3% | -16.7% |
| 1Y | -38.4% | -7.3% | -31.1% | -37.4% |
| All | -11.9% | +50.9% | -62.8% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling