-25.8%
TE vs EXEL
+92.4%
-118.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.6% |
| 7D | +3.8% | +9.8% | -6.0% | +2.5% |
| 30D | -26.2% | +23.6% | -49.8% | -28.4% |
| 3M | -49.7% | +29.9% | -79.6% | -51.8% |
| 6M | -46.5% | +64.7% | -111.2% | -51.5% |
| YTD | -59.1% | +66.0% | -125.1% | -63.9% |
| 1Y | -25.8% | +92.0% | -117.8% | -44.5% |
| All | -25.8% | +92.4% | -118.2% | -44.5% |
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