+500.9%
EXC vs TRI
+584.3%
-83.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.3% |
| 7D | +1.4% | -2.9% | +4.3% | +2.4% |
| 30D | +8.6% | +3.7% | +4.9% | +6.8% |
| 3M | +2.4% | +3.7% | -1.3% | -0.1% |
| 6M | +6.5% | +35.1% | -28.7% | -7.5% |
| YTD | +9.0% | -14.0% | +23.1% | +9.7% |
| 1Y | +4.6% | -19.0% | +23.5% | +7.6% |
| 3Y | +33.5% | -12.0% | +45.5% | +29.1% |
| 5Y | +41.4% | +0.6% | +40.7% | +27.8% |
| 10Y | +204.3% | +225.4% | -21.2% | +69.7% |
| All | +500.9% | +584.3% | -83.4% | +106.6% |
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