-9.8%
TRI vs XHB
+33.0%
-42.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.4% |
| 7D | -7.9% | -4.6% | -3.2% | -6.9% |
| 30D | -4.5% | -9.1% | +4.6% | -2.5% |
| 3M | +22.1% | -8.6% | +30.7% | +24.3% |
| 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% | -39.5% |
| 3Y | -19.2% | +22.6% | -41.8% | -28.3% |
| All | -9.8% | +33.0% | -42.9% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling