-18.9%
EXE vs TRI
-22.4%
+3.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.4% | -9.3% | -3.1% |
| 7D | -4.7% | +1.0% | -5.6% | -4.7% |
| 30D | +1.0% | +20.8% | -19.7% | +0.3% |
| 3M | -5.6% | +8.1% | -13.7% | -6.1% |
| 6M | -12.3% | +24.2% | -36.5% | -13.1% |
| YTD | -19.5% | -7.8% | -11.7% | -20.3% |
| 1Y | -18.9% | -16.7% | -2.2% | -17.5% |
| All | -18.9% | -22.4% | +3.6% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling