+286.2%
TRI vs ALLE
+339.1%
-52.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.8% | -6.6% | -4.6% |
| 7D | -11.4% | -0.6% | -10.8% | -11.2% |
| 30D | +4.9% | +26.6% | -21.7% | -2.2% |
| 3M | +7.0% | +13.2% | -6.1% | +3.0% |
| 6M | +18.2% | +42.9% | -24.7% | +5.9% |
| YTD | -14.8% | +21.0% | -35.8% | -20.4% |
| 1Y | -18.0% | +15.2% | -33.1% | -22.2% |
| 3Y | -12.0% | +95.6% | -107.6% | -30.7% |
| 5Y | -0.8% | +53.4% | -54.3% | -17.1% |
| 10Y | +220.1% | +221.5% | -1.3% | +103.1% |
| All | +286.2% | +339.1% | -52.9% | +123.1% |
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