+513.1%
TRI vs EXEL
+856.2%
-343.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.0% |
| 7D | -8.4% | -0.3% | -8.1% | -8.4% |
| 30D | -6.5% | +10.1% | -16.6% | -7.3% |
| 3M | +18.6% | +10.1% | +8.5% | +17.4% |
| 6M | -10.4% | +37.7% | -48.1% | -13.3% |
| YTD | -23.7% | +33.1% | -56.8% | -26.0% |
| 1Y | -42.5% | +52.4% | -94.8% | -45.0% |
| 3Y | -19.3% | +163.8% | -183.1% | -27.6% |
| 5Y | -9.7% | +198.5% | -208.2% | -20.6% |
| 10Y | +194.4% | +386.9% | -192.5% | +133.8% |
| All | +513.1% | +856.2% | -343.2% | +258.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling