+365.4%
T vs EXEL
+273.2%
+92.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -1.3% | +8.4% | -9.6% | -1.9% |
| 30D | +11.4% | +4.1% | +7.3% | +10.9% |
| 3M | +14.3% | +12.4% | +1.9% | +13.1% |
| 6M | -9.3% | +41.5% | -50.8% | -12.0% |
| YTD | +7.1% | +34.6% | -27.5% | +4.1% |
| 1Y | -9.1% | +57.9% | -67.0% | -12.9% |
| 3Y | +105.3% | +159.5% | -54.2% | +87.1% |
| 5Y | +66.8% | +198.5% | -131.7% | +49.4% |
| 10Y | +66.8% | +411.4% | -344.6% | +37.5% |
| All | +365.4% | +273.2% | +92.2% | +212.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling