+20.3%
EXE vs TRI
-19.2%
+39.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.4% |
| 7D | -2.7% | -8.4% | +5.7% | -2.0% |
| 30D | -0.4% | -6.5% | +6.1% | +0.2% |
| 3M | +9.5% | +18.6% | -9.1% | +7.3% |
| 6M | -9.3% | -10.4% | +1.1% | -8.4% |
| YTD | -10.9% | -23.7% | +12.8% | -7.0% |
| 1Y | +4.3% | -42.5% | +46.8% | +15.4% |
| All | +20.3% | -19.2% | +39.5% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling