-9.8%
TRI vs XME
+162.6%
-172.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | -7.9% | -4.2% | -3.7% | -7.6% |
| 30D | -4.5% | -2.7% | -1.8% | -4.4% |
| 3M | +22.1% | -3.9% | +26.0% | +22.6% |
| 6M | -2.8% | -1.0% | -1.8% | -3.2% |
| YTD | -23.4% | +9.8% | -33.2% | -25.5% |
| 1Y | -41.5% | +32.5% | -74.1% | -45.2% |
| 3Y | -19.2% | +124.3% | -143.5% | -33.0% |
| All | -9.8% | +162.6% | -172.4% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling