-66.5%
TE vs EXE
+191.4%
-257.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | -4.0% | -0.3% | -3.7% | -3.9% |
| 30D | -15.9% | +8.5% | -24.4% | -18.5% |
| 3M | -60.5% | +5.5% | -66.0% | -61.4% |
| 6M | -35.2% | -5.9% | -29.3% | -34.4% |
| YTD | -31.1% | -9.7% | -21.4% | -29.9% |
| 1Y | +148.6% | +3.6% | +145.1% | +136.9% |
| 3Y | -26.4% | +18.0% | -44.4% | -34.0% |
| 5Y | -48.0% | +109.4% | -157.4% | -57.7% |
| All | -66.5% | +191.4% | -257.8% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling