+467.0%
EXC vs TRI
+561.6%
-94.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.4% | +0.8% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | -3.7% | +7.9% | -11.6% | -6.6% |
| 3M | -1.3% | +24.1% | -25.3% | -10.0% |
| 6M | -9.7% | +3.8% | -13.5% | -13.6% |
| YTD | +2.9% | -16.9% | +19.7% | +5.6% |
| 1Y | +4.4% | -38.4% | +42.8% | +20.4% |
| 3Y | +22.2% | -12.2% | +34.4% | +18.9% |
| 5Y | +46.7% | -1.8% | +48.5% | +34.6% |
| 10Y | +155.3% | +207.6% | -52.3% | +46.5% |
| All | +467.0% | +561.6% | -94.6% | +99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling