-12.0%
TRI vs EXPD
+76.1%
-88.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -7.5% | +3.6% | -11.1% | -7.8% |
| 30D | +3.9% | +0.3% | +3.6% | +3.7% |
| 3M | +7.2% | +6.1% | +1.1% | +6.2% |
| 6M | +27.0% | +27.4% | -0.4% | +23.1% |
| YTD | -14.0% | +32.0% | -46.0% | -16.9% |
| 1Y | -17.7% | +40.5% | -58.2% | -20.9% |
| All | -12.0% | +76.1% | -88.1% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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