+191.1%
TRI vs XHB
+215.4%
-24.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | -7.9% | -4.6% | -3.2% | -6.5% |
| 30D | -4.5% | -9.1% | +4.6% | -1.7% |
| 3M | +22.1% | -8.6% | +30.7% | +25.1% |
| 6M | -2.8% | -4.0% | +1.3% | -2.6% |
| YTD | -23.4% | -3.9% | -19.5% | -23.8% |
| 1Y | -41.5% | -16.5% | -25.1% | -39.1% |
| 3Y | -19.2% | +22.6% | -41.8% | -28.8% |
| 5Y | -9.4% | +33.9% | -43.3% | -24.4% |
| All | +191.1% | +215.4% | -24.3% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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