+18.3%
EXE vs TLN
+683.0%
-664.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.2% | -5.6% | +1.0% |
| 7D | -3.9% | +9.1% | -13.0% | -4.7% |
| 30D | -2.6% | -4.1% | +1.5% | -2.4% |
| 3M | -6.9% | +4.4% | -11.3% | -7.5% |
| 6M | -9.3% | -6.0% | -3.3% | -9.4% |
| YTD | -20.7% | -3.1% | -17.6% | -21.7% |
| 1Y | -21.8% | -6.1% | -15.8% | -22.6% |
| 3Y | +16.2% | +575.3% | -559.1% | -0.1% |
| All | +18.3% | +683.0% | -664.7% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling