+34.7%
EXE vs TLN
+583.6%
-548.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -4.9% | -1.5% |
| 7D | -0.3% | +7.1% | -7.3% | -0.8% |
| 30D | +8.5% | -3.9% | +12.3% | +8.7% |
| 3M | +5.5% | -16.2% | +21.6% | +6.6% |
| 6M | -5.9% | -5.8% | -0.1% | -6.4% |
| YTD | -9.7% | -15.4% | +5.7% | -9.6% |
| 1Y | +3.6% | -16.7% | +20.3% | +3.6% |
| 3Y | +18.0% | +473.8% | -455.7% | +3.1% |
| All | +34.7% | +583.6% | -548.8% | +18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling