+186.2%
TRI vs EXR
+149.6%
+36.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | -14.4% | -3.2% | -11.1% | -13.6% |
| 30D | -8.1% | -6.9% | -1.2% | -6.4% |
| 3M | +17.5% | -7.8% | +25.3% | +20.2% |
| 6M | -5.0% | -4.9% | -0.1% | -3.8% |
| YTD | -24.7% | +7.2% | -31.9% | -26.4% |
| 1Y | -41.5% | -1.5% | -40.0% | -41.6% |
| 3Y | -20.3% | +22.3% | -42.6% | -26.4% |
| 5Y | -10.9% | -10.9% | 0.0% | -11.6% |
| All | +186.2% | +149.6% | +36.5% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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