-21.7%
EXE vs TLN
-8.6%
-13.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.3% |
| 7D | -2.2% | +1.1% | -3.3% | -2.2% |
| 30D | -0.3% | -4.6% | +4.3% | -0.5% |
| 3M | -9.3% | +5.2% | -14.6% | -9.1% |
| 6M | -7.2% | -6.5% | -0.7% | -7.1% |
| YTD | -18.9% | -3.6% | -15.3% | -18.6% |
| 1Y | -21.7% | -8.2% | -13.4% | -20.2% |
| All | -21.7% | -8.6% | -13.1% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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