-45.4%
TE vs EXEL
+194.6%
-240.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.2% |
| 7D | +15.0% | -0.3% | +15.3% | +15.0% |
| 30D | -7.5% | +10.1% | -17.7% | -9.7% |
| 3M | -42.0% | +10.1% | -52.0% | -43.5% |
| 6M | -31.4% | +37.7% | -69.1% | -37.2% |
| YTD | -26.5% | +33.1% | -59.6% | -32.4% |
| 1Y | +153.1% | +52.4% | +100.7% | +123.7% |
| 3Y | -20.7% | +163.8% | -184.5% | -42.2% |
| 5Y | -45.4% | +198.5% | -244.0% | -66.6% |
| All | -45.4% | +194.6% | -240.0% | -66.6% |
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 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