+105.4%
EXE vs TRI
-11.1%
+116.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | -2.2% | -14.4% | +12.2% | -0.2% |
| 30D | -0.8% | -8.1% | +7.3% | +0.2% |
| 3M | +10.0% | +17.5% | -7.5% | +6.8% |
| 6M | -6.3% | -5.0% | -1.4% | -6.2% |
| YTD | -10.7% | -24.7% | +14.0% | -5.9% |
| 1Y | +2.7% | -41.5% | +44.2% | +15.0% |
| 3Y | +19.1% | -20.3% | +39.5% | +21.5% |
| 5Y | +105.4% | -10.9% | +116.4% | +96.9% |
| All | +105.4% | -11.1% | +116.6% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling