+288.1%
TRI vs ALLE
+340.4%
-52.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.1% |
| 7D | -7.2% | -0.8% | -6.3% | -7.0% |
| 30D | +4.4% | +27.4% | -23.0% | -2.9% |
| 3M | +4.5% | +13.8% | -9.4% | +0.4% |
| 6M | +23.7% | +45.5% | -21.8% | +10.2% |
| YTD | -14.4% | +21.4% | -35.8% | -20.1% |
| 1Y | -17.4% | +15.4% | -32.7% | -21.7% |
| 3Y | -11.0% | +91.7% | -102.7% | -29.5% |
| 5Y | +0.7% | +54.5% | -53.8% | -16.0% |
| 10Y | +224.0% | +210.5% | +13.5% | +108.2% |
| All | +288.1% | +340.4% | -52.4% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling