-25.8%
TE vs EXE
-18.4%
-7.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -4.3% |
| 7D | +3.8% | -4.7% | +8.5% | +2.4% |
| 30D | -26.2% | +1.0% | -27.2% | -26.0% |
| 3M | -49.7% | -5.6% | -44.1% | -50.1% |
| 6M | -46.5% | -12.3% | -34.2% | -47.9% |
| YTD | -59.1% | -19.5% | -39.6% | -60.0% |
| 1Y | -25.8% | -18.9% | -6.9% | -30.0% |
| All | -25.8% | -18.4% | -7.4% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling