-9.8%
T vs EXEL
+60.1%
-69.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | -0.1% |
| 7D | +2.5% | -0.8% | +3.4% | +2.5% |
| 30D | -3.8% | +13.1% | -16.9% | -2.2% |
| 3M | -8.7% | +36.3% | -45.1% | -4.8% |
| 6M | -8.1% | +34.5% | -42.6% | -3.9% |
| YTD | -6.4% | +57.4% | -63.9% | +0.5% |
| 1Y | -9.8% | +62.9% | -72.7% | -3.9% |
| All | -9.8% | +60.1% | -69.9% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling