-53.2%
TE vs EXEL
+215.6%
-268.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -4.0% | +8.4% | -12.3% | -5.2% |
| 30D | -15.9% | +4.1% | -20.0% | -16.5% |
| 3M | -60.5% | +12.4% | -73.0% | -61.4% |
| 6M | -35.2% | +41.5% | -76.8% | -39.1% |
| YTD | -31.1% | +34.6% | -65.8% | -34.9% |
| 1Y | +148.6% | +57.9% | +90.8% | +128.4% |
| 3Y | -26.4% | +159.5% | -185.9% | -38.2% |
| 5Y | -48.0% | +198.5% | -246.5% | -57.8% |
| All | -53.2% | +215.6% | -268.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling