-45.3%
TE vs EXE
-23.9%
-21.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -2.8% |
| 7D | -19.1% | +5.3% | -24.4% | -17.8% |
| 30D | -34.1% | -2.2% | -31.9% | -34.5% |
| 3M | -60.1% | -5.9% | -54.2% | -60.6% |
| 6M | -66.0% | -5.7% | -60.2% | -66.5% |
| YTD | -71.4% | -17.8% | -53.6% | -72.0% |
| 1Y | -45.3% | -23.1% | -22.1% | -42.4% |
| All | -45.3% | -23.9% | -21.3% | -42.4% |
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