+9.8%
TRI vs XE
-47.4%
+57.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.3% | +6.9% | -2.2% |
| 7D | -14.4% | -11.4% | -2.9% | -15.3% |
| 30D | -8.1% | -23.0% | +14.9% | -10.2% |
| 3M | +17.5% | -12.1% | +29.7% | +19.3% |
| All | +9.8% | -47.4% | +57.2% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 6mo: compounded portfolio wealth divided by compounded XE 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…
6mo analysis · Full analysis span regression · Available span rolling