+144.9%
TE vs EXEL
+50.0%
+94.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.7% |
| 7D | +0.9% | -2.9% | +3.8% | +0.9% |
| 30D | -16.3% | +11.9% | -28.2% | -16.5% |
| 3M | -40.8% | +9.2% | -50.0% | -40.7% |
| 6M | -42.6% | +39.1% | -81.7% | -42.8% |
| YTD | -31.4% | +31.0% | -62.5% | -31.6% |
| 1Y | +144.9% | +52.3% | +92.6% | +176.7% |
| All | +144.9% | +50.0% | +94.9% | +176.7% |
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