-18.9%
EXE vs TDY
+22.9%
-41.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.8% | +1.9% | -2.7% |
| 7D | -4.7% | -5.0% | +0.4% | -4.5% |
| 30D | +1.0% | +2.0% | -1.0% | +1.0% |
| 3M | -5.6% | -7.7% | +2.1% | -5.3% |
| 6M | -12.3% | -0.9% | -11.4% | -12.3% |
| YTD | -19.5% | +23.7% | -43.2% | -23.5% |
| 1Y | -18.9% | +23.6% | -42.5% | -22.5% |
| All | -18.9% | +22.9% | -41.8% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling