-66.4%
TE vs EXE
+182.2%
-248.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.4% |
| 7D | +0.2% | -3.1% | +3.4% | +1.4% |
| 30D | -5.9% | -0.9% | -5.0% | -5.7% |
| 3M | -45.6% | +9.6% | -55.1% | -47.6% |
| 6M | -43.4% | -11.6% | -31.8% | -41.2% |
| YTD | -31.0% | -12.6% | -18.4% | -28.9% |
| 1Y | +145.2% | +1.2% | +144.0% | +135.6% |
| 3Y | -24.1% | +18.0% | -42.1% | -31.7% |
| 5Y | -48.1% | +101.1% | -149.2% | -57.3% |
| All | -66.4% | +182.2% | -248.6% | -73.5% |
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