+41.0%
TDY vs EXEL
+180.6%
-139.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.5% |
| 7D | -1.1% | -4.9% | +3.8% | -0.5% |
| 30D | -12.0% | +11.4% | -23.4% | -13.3% |
| 3M | -3.2% | +4.9% | -8.1% | -4.0% |
| 6M | -7.9% | +34.4% | -42.3% | -11.7% |
| YTD | +18.2% | +28.0% | -9.8% | +13.8% |
| 1Y | +6.7% | +43.6% | -37.0% | +1.0% |
| 3Y | +47.5% | +155.2% | -107.7% | +23.4% |
| All | +41.0% | +180.6% | -139.6% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling