+68.4%
T vs EXEL
+378.5%
-310.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | -3.1% | -0.3% | -2.7% | -3.1% |
| 30D | +4.6% | +10.1% | -5.6% | +3.6% |
| 3M | +12.2% | +10.1% | +2.1% | +11.0% |
| 6M | -6.5% | +37.7% | -44.1% | -9.8% |
| YTD | +4.9% | +33.1% | -28.2% | +1.4% |
| 1Y | -10.5% | +52.4% | -62.9% | -14.9% |
| 3Y | +104.6% | +163.8% | -59.2% | +80.5% |
| 5Y | +64.2% | +198.5% | -134.3% | +41.7% |
| 10Y | +68.4% | +386.9% | -318.4% | +40.5% |
| All | +68.4% | +378.5% | -310.1% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling