+169.7%
EXE vs TRI
+30.5%
+139.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.3% |
| 7D | -3.1% | -7.9% | +4.7% | -2.1% |
| 30D | -0.9% | -4.5% | +3.6% | -0.4% |
| 3M | +9.6% | +22.1% | -12.5% | +5.7% |
| 6M | -11.6% | -2.8% | -8.8% | -11.8% |
| YTD | -12.6% | -23.4% | +10.9% | -8.4% |
| 1Y | +1.2% | -41.5% | +42.7% | +12.8% |
| 3Y | +18.0% | -19.2% | +37.2% | +20.6% |
| 5Y | +101.1% | -9.4% | +110.5% | +95.1% |
| All | +169.7% | +30.5% | +139.2% | +159.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling