-80.5%
TE vs EXEL
+269.0%
-349.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.9% |
| 7D | -19.1% | -0.8% | -18.2% | -18.9% |
| 30D | -34.1% | +13.1% | -47.3% | -35.2% |
| 3M | -60.1% | +36.3% | -96.5% | -62.0% |
| 6M | -66.0% | +34.5% | -100.5% | -67.6% |
| YTD | -71.4% | +57.4% | -128.8% | -73.6% |
| 1Y | -45.3% | +62.9% | -108.2% | -49.6% |
| 3Y | +9.1% | +229.5% | -220.4% | -11.3% |
| 5Y | -82.6% | +281.2% | -363.8% | -86.2% |
| All | -80.5% | +269.0% | -349.5% | -84.6% |
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 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