+191.1%
TRI vs XME
+421.4%
-230.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | -7.9% | -4.2% | -3.7% | -7.3% |
| 30D | -4.5% | -2.7% | -1.8% | -4.3% |
| 3M | +22.1% | -3.9% | +26.0% | +22.4% |
| 6M | -2.8% | -1.0% | -1.8% | -3.6% |
| YTD | -23.4% | +9.8% | -33.2% | -26.0% |
| 1Y | -41.5% | +32.5% | -74.1% | -45.7% |
| 3Y | -19.2% | +124.3% | -143.5% | -33.7% |
| 5Y | -9.4% | +165.8% | -175.2% | -29.5% |
| All | +191.1% | +421.4% | -230.3% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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