+45.8%
TDY vs EXEL
+160.7%
-114.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.3% |
| 7D | -1.9% | -2.9% | +1.0% | -1.7% |
| 30D | -12.5% | +11.9% | -24.4% | -13.2% |
| 3M | -0.8% | +9.2% | -10.0% | -1.5% |
| 6M | -9.0% | +39.1% | -48.1% | -11.1% |
| YTD | +16.8% | +31.0% | -14.2% | +14.3% |
| 1Y | +9.5% | +52.3% | -42.9% | +6.3% |
| All | +45.8% | +160.7% | -114.9% | +36.6% |
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