+380.7%
TRI vs XHB
+163.2%
+217.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.3% |
| 7D | -8.4% | -1.9% | -6.5% | -7.7% |
| 30D | -6.5% | -8.3% | +1.9% | -3.4% |
| 3M | +18.6% | -7.1% | +25.7% | +21.3% |
| 6M | -10.4% | -5.3% | -5.2% | -9.8% |
| YTD | -23.7% | -3.2% | -20.5% | -24.3% |
| 1Y | -42.5% | -13.9% | -28.6% | -40.4% |
| 3Y | -19.3% | +24.9% | -44.2% | -29.8% |
| 5Y | -9.7% | +34.5% | -44.2% | -25.4% |
| 10Y | +194.4% | +215.5% | -21.0% | +64.8% |
| All | +380.7% | +163.2% | +217.4% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling