-53.4%
TE vs EXEL
+207.1%
-260.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.5% |
| 7D | +0.9% | -2.9% | +3.8% | +1.3% |
| 30D | -16.3% | +11.9% | -28.2% | -17.8% |
| 3M | -40.8% | +9.2% | -50.0% | -41.7% |
| 6M | -42.6% | +39.1% | -81.7% | -45.9% |
| YTD | -31.4% | +31.0% | -62.5% | -34.9% |
| 1Y | +144.9% | +52.3% | +92.6% | +126.2% |
| 3Y | -26.0% | +159.7% | -185.8% | -37.9% |
| 5Y | -48.5% | +187.7% | -236.2% | -58.0% |
| All | -53.4% | +207.1% | -260.5% | -62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling