+191.1%
TRI vs EXEL
+375.2%
-184.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +1.9% |
| 7D | -7.9% | -4.9% | -3.0% | -7.5% |
| 30D | -4.5% | +11.4% | -15.9% | -5.3% |
| 3M | +22.1% | +4.9% | +17.2% | +21.5% |
| 6M | -2.8% | +34.4% | -37.2% | -5.3% |
| YTD | -23.4% | +28.0% | -51.5% | -25.2% |
| 1Y | -41.5% | +43.6% | -85.2% | -43.6% |
| 3Y | -19.2% | +155.2% | -174.4% | -26.6% |
| 5Y | -9.4% | +181.2% | -190.6% | -19.1% |
| All | +191.1% | +375.2% | -184.1% | +149.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling