Performance Attribution: New Methods and New Insights
(Fourth Quarter 2011)

This quarter our Research Insight looks at how new performance attribution methods and tools are giving investors and managers greater insight into portfolio return and risk. We will describe the four different attribution methods that we use and analyze the same portfolio history using these four different methods. To run the attribution analysis, we will use two different analytic tools, Thomson Portfolio Analytics (TPA) and Barra Portfolio Manager (BPM).

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