-16.7%
TRI vs EXEL
+92.4%
-109.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.6% | +5.8% | +6.4% |
| 7D | +1.0% | +9.8% | -8.8% | +1.1% |
| 30D | +20.8% | +23.6% | -2.9% | +21.2% |
| 3M | +8.1% | +29.9% | -21.8% | +8.8% |
| 6M | +24.2% | +64.7% | -40.5% | +26.2% |
| YTD | -7.8% | +66.0% | -73.8% | -7.0% |
| 1Y | -16.7% | +92.0% | -108.6% | -15.7% |
| All | -16.7% | +92.4% | -109.1% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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