+224.7%
TRI vs ALM
+2,100.8%
-1,876.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | 0.0% |
| 7D | -2.9% | +1.2% | -4.1% | -2.9% |
| 30D | +3.7% | -19.3% | +23.0% | +3.7% |
| 3M | +3.7% | -40.6% | +44.4% | +3.7% |
| 6M | +35.1% | -57.9% | +93.0% | +35.4% |
| YTD | -14.0% | -6.7% | -7.3% | -14.9% |
| 1Y | -19.0% | +20.2% | -39.1% | -20.1% |
| 3Y | -12.0% | +879.4% | -891.4% | -17.0% |
| 5Y | +0.6% | +415.3% | -414.6% | -4.7% |
| All | +224.7% | +2,100.8% | -1,876.1% | +198.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling