-86.1%
TE vs EXE
+165.2%
-251.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -3.3% |
| 7D | -19.1% | +5.3% | -24.4% | -20.6% |
| 30D | -34.1% | -2.2% | -31.9% | -33.8% |
| 3M | -60.1% | -5.9% | -54.2% | -59.4% |
| 6M | -66.0% | -5.7% | -60.2% | -65.7% |
| YTD | -71.4% | -17.8% | -53.6% | -70.0% |
| 1Y | -45.3% | -23.1% | -22.1% | -41.1% |
| 3Y | +9.1% | +21.2% | -12.0% | -3.1% |
| 5Y | -82.6% | +78.8% | -161.4% | -85.3% |
| All | -86.1% | +165.2% | -251.3% | -88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling