+172.0%
TER vs EXEL
+340.0%
-167.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.3% |
| 7D | -20.5% | +0.3% | -20.7% | -20.4% |
| 30D | -47.0% | +19.0% | -66.1% | -49.0% |
| 3M | -43.3% | +33.3% | -76.6% | -46.8% |
| 6M | -42.9% | +42.9% | -85.8% | -47.4% |
| YTD | +12.9% | +58.7% | -45.9% | +1.4% |
| 1Y | +18.2% | +70.5% | -52.3% | +4.5% |
| 3Y | +151.8% | +233.8% | -82.0% | +87.3% |
| 5Y | +54.2% | +259.3% | -205.1% | +11.8% |
| 10Y | +908.2% | +484.1% | +424.1% | +497.9% |
| All | +172.0% | +340.0% | -167.9% | -18.5% |
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