-10.5%
T vs EXE
+4.5%
-15.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.7% |
| 7D | -3.1% | -2.7% | -0.4% | -2.9% |
| 30D | +4.6% | -0.4% | +4.9% | +4.6% |
| 3M | +12.2% | +9.5% | +2.7% | +11.7% |
| 6M | -6.5% | -9.3% | +2.9% | -6.2% |
| YTD | +4.9% | -10.9% | +15.8% | +5.1% |
| 1Y | -10.5% | +4.3% | -14.8% | -8.4% |
| All | -10.5% | +4.5% | -15.0% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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