-38.4%
TRI vs ALM
+318.3%
-356.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -5.5% |
| 7D | -0.5% | -2.6% | +2.1% | -0.7% |
| 30D | +7.9% | +32.0% | -24.1% | +9.8% |
| 3M | +24.1% | -15.0% | +39.1% | +25.1% |
| 6M | +3.8% | -10.1% | +14.0% | +5.1% |
| YTD | -16.9% | +99.4% | -116.3% | -15.6% |
| 1Y | -38.4% | +316.4% | -354.7% | -38.5% |
| All | -38.4% | +318.3% | -356.7% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling