+485.3%
TRI vs EXR
+2,662.2%
-2,177.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.1% |
| 7D | -0.5% | -2.6% | +2.0% | +0.3% |
| 30D | +7.9% | -7.2% | +15.1% | +10.5% |
| 3M | +24.1% | -3.5% | +27.6% | +25.8% |
| 6M | +3.8% | -5.3% | +9.1% | +5.4% |
| YTD | -16.9% | +9.4% | -26.2% | -19.7% |
| 1Y | -38.4% | +1.3% | -39.7% | -39.2% |
| 3Y | -12.2% | +22.4% | -34.6% | -20.3% |
| 5Y | -1.8% | -12.2% | +10.4% | -3.1% |
| 10Y | +207.6% | +148.6% | +59.0% | +106.3% |
| All | +485.3% | +2,662.2% | -2,177.0% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling