-8.5%
TRI vs ALLE
+17.0%
-25.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -6.3% |
| 7D | -7.1% | +2.8% | -9.9% | -7.7% |
| 30D | -2.3% | -7.6% | +5.3% | -0.5% |
| 3M | +19.6% | +22.8% | -3.2% | +13.7% |
| 6M | -8.7% | +4.6% | -13.3% | -10.0% |
| YTD | -22.3% | -1.2% | -21.0% | -22.5% |
| 1Y | -40.7% | -9.1% | -31.5% | -39.5% |
| 3Y | -17.8% | +50.0% | -67.7% | -29.0% |
| 5Y | -8.5% | +15.2% | -23.7% | -19.6% |
| All | -8.5% | +17.0% | -25.5% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling