+148.6%
TE vs EXEL
+59.2%
+89.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -4.0% | +8.4% | -12.3% | -4.2% |
| 30D | -15.9% | +4.1% | -20.0% | -16.2% |
| 3M | -60.5% | +12.4% | -73.0% | -60.6% |
| 6M | -35.2% | +41.5% | -76.8% | -35.7% |
| YTD | -31.1% | +34.6% | -65.8% | -31.6% |
| 1Y | +148.6% | +57.9% | +90.8% | +174.6% |
| All | +148.6% | +59.2% | +89.4% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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