-48.5%
TE vs EXE
+99.3%
-147.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.0% | -6.8% |
| 7D | +0.9% | -2.2% | +3.1% | +1.7% |
| 30D | -16.3% | -0.8% | -15.5% | -16.0% |
| 3M | -40.8% | +10.0% | -50.8% | -43.3% |
| 6M | -42.6% | -6.3% | -36.3% | -41.6% |
| YTD | -31.4% | -10.7% | -20.8% | -29.8% |
| 1Y | +144.9% | +2.7% | +142.2% | +133.1% |
| 3Y | -26.0% | +19.1% | -45.1% | -34.6% |
| 5Y | -48.5% | +105.4% | -153.9% | -59.1% |
| All | -48.5% | +99.3% | -147.8% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling