-41.5%
TRI vs EXR
-1.5%
-40.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -14.4% | -3.2% | -11.1% | -13.9% |
| 30D | -8.1% | -6.9% | -1.2% | -7.2% |
| 3M | +17.5% | -7.8% | +25.3% | +18.8% |
| 6M | -5.0% | -4.9% | -0.1% | -3.3% |
| YTD | -24.7% | +7.2% | -31.9% | -26.1% |
| 1Y | -41.5% | -1.5% | -40.0% | -41.0% |
| All | -41.5% | -1.5% | -40.0% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling