+0.3%
TRI vs EXR
-1.8%
+2.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -2.9% | -0.4% | -2.5% | -2.8% |
| 30D | +3.7% | +18.2% | -14.5% | -0.1% |
| 3M | +3.7% | +7.3% | -3.6% | +2.0% |
| 6M | +35.1% | +13.8% | +21.3% | +31.5% |
| YTD | -14.0% | +25.9% | -39.9% | -18.7% |
| 1Y | -19.0% | +25.8% | -44.8% | -23.3% |
| 3Y | -12.0% | +53.7% | -65.7% | -21.7% |
| All | +0.3% | -1.8% | +2.0% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling