-82.0%
TE vs EXEL
+289.1%
-371.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.2% | -6.3% | -7.2% |
| 7D | -13.6% | +1.6% | -15.2% | -13.9% |
| 30D | -37.7% | +17.4% | -55.0% | -39.9% |
| 3M | -59.8% | +38.6% | -98.4% | -62.9% |
| 6M | -66.3% | +41.2% | -107.5% | -69.3% |
| YTD | -70.5% | +59.3% | -129.9% | -74.2% |
| 1Y | -48.8% | +60.2% | -109.1% | -55.2% |
| 3Y | +31.3% | +232.6% | -201.2% | -13.6% |
| 5Y | -82.0% | +285.9% | -367.9% | -89.3% |
| All | -82.0% | +289.1% | -371.1% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling