+62.1%
T vs EXEL
+244.2%
-182.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.7% |
| 7D | +1.7% | +2.3% | -0.6% | +1.6% |
| 30D | -1.7% | +19.8% | -21.6% | -2.3% |
| 3M | -7.3% | +32.7% | -40.0% | -8.2% |
| 6M | -11.2% | +49.0% | -60.2% | -12.6% |
| YTD | -8.1% | +63.7% | -71.7% | -10.1% |
| 1Y | -8.0% | +75.8% | -83.8% | -10.7% |
| 3Y | +62.1% | +241.3% | -179.2% | +49.6% |
| All | +62.1% | +244.2% | -182.1% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling