-12.0%
TRI vs ALM
+909.2%
-921.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | +0.3% |
| 7D | -2.9% | +1.2% | -4.1% | -2.8% |
| 30D | +3.7% | -19.3% | +23.0% | +3.2% |
| 3M | +3.7% | -40.6% | +44.4% | +2.6% |
| 6M | +35.1% | -57.9% | +93.0% | +33.7% |
| YTD | -14.0% | -6.7% | -7.3% | -15.6% |
| 1Y | -19.0% | +20.2% | -39.1% | -20.8% |
| 3Y | -12.0% | +879.4% | -891.4% | -16.7% |
| All | -12.0% | +909.2% | -921.2% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling