-10.9%
TRI vs ALM
+856.4%
-867.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.6% | +8.3% | -1.4% |
| 7D | -14.4% | -7.1% | -7.2% | -14.4% |
| 30D | -8.1% | +24.7% | -32.8% | -8.0% |
| 3M | +17.5% | +8.3% | +9.2% | +17.7% |
| 6M | -5.0% | -22.2% | +17.2% | -4.7% |
| YTD | -24.7% | +88.1% | -112.8% | -25.3% |
| 1Y | -41.5% | +272.4% | -313.9% | -42.7% |
| 3Y | -20.3% | +2,004.1% | -2,024.5% | -25.7% |
| 5Y | -10.9% | +915.8% | -926.7% | -16.3% |
| All | -10.9% | +856.4% | -867.4% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling