+3,969.9%
TDY vs EXEL
+268.9%
+3,701.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -1.8% |
| 7D | -1.8% | -0.3% | -1.5% | -1.8% |
| 30D | -13.8% | +10.1% | -23.9% | -15.1% |
| 3M | -3.9% | +10.1% | -14.0% | -5.5% |
| 6M | -9.0% | +37.7% | -46.7% | -13.8% |
| YTD | +16.5% | +33.1% | -16.5% | +10.8% |
| 1Y | +9.3% | +52.4% | -43.1% | +1.3% |
| 3Y | +45.1% | +163.8% | -118.7% | +20.7% |
| 5Y | +35.0% | +198.5% | -163.5% | +8.7% |
| 10Y | +469.0% | +386.9% | +82.1% | +293.2% |
| All | +3,969.9% | +268.9% | +3,701.1% | +1,570.2% |
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