+16.4%
TFC vs EXEL
+52.9%
-36.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.1% | -2.0% |
| 7D | +2.2% | +1.4% | +0.9% | +2.2% |
| 30D | -2.5% | +6.7% | -9.1% | -2.9% |
| 3M | +4.5% | +11.5% | -6.9% | +3.8% |
| 6M | +11.0% | +38.8% | -27.8% | +8.1% |
| YTD | +5.9% | +31.6% | -25.7% | +3.2% |
| All | +16.4% | +52.9% | -36.5% | +11.9% |
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