+471.1%
EXC vs TRI
+518.6%
-47.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +3.0% |
| 7D | +1.2% | -7.1% | +8.3% | +3.6% |
| 30D | -2.7% | -2.3% | -0.4% | -2.4% |
| 3M | -1.0% | +19.6% | -20.5% | -8.7% |
| 6M | -9.3% | -8.7% | -0.6% | -9.1% |
| YTD | +3.6% | -22.3% | +25.9% | +8.8% |
| 1Y | +5.9% | -40.7% | +46.6% | +23.4% |
| 3Y | +21.3% | -17.8% | +39.0% | +20.5% |
| 5Y | +46.2% | -8.5% | +54.7% | +37.3% |
| 10Y | +151.5% | +192.6% | -41.1% | +46.6% |
| All | +471.1% | +518.6% | -47.6% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TRI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling