+334.6%
TRI vs XME
+244.0%
+90.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.7% |
| 7D | -8.4% | -0.2% | -8.2% | -8.4% |
| 30D | -6.5% | +1.4% | -7.9% | -7.0% |
| 3M | +18.6% | +2.7% | +15.8% | +16.6% |
| 6M | -10.4% | +6.5% | -17.0% | -13.8% |
| YTD | -23.7% | +15.2% | -38.9% | -28.8% |
| 1Y | -42.5% | +43.5% | -86.0% | -50.0% |
| 3Y | -19.3% | +135.9% | -155.2% | -40.8% |
| 5Y | -9.7% | +181.5% | -191.1% | -39.3% |
| 10Y | +194.4% | +436.9% | -242.4% | +47.1% |
| All | +334.6% | +244.0% | +90.6% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling