+91.1%
EXE vs TDY
+39.0%
+52.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.5% |
| 7D | -3.1% | -1.1% | -2.0% | -2.8% |
| 30D | -0.9% | -12.0% | +11.1% | +3.3% |
| 3M | +9.6% | -3.2% | +12.8% | +10.4% |
| 6M | -11.6% | -7.9% | -3.7% | -9.7% |
| YTD | -12.6% | +18.2% | -30.8% | -19.5% |
| 1Y | +1.2% | +6.7% | -5.5% | -3.1% |
| 3Y | +18.0% | +47.5% | -29.5% | -3.4% |
| All | +91.1% | +39.0% | +52.1% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling