-24.3%
TMF vs EXEL
+92.4%
-116.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.8% | +2.3% |
| 7D | +4.0% | +9.8% | -5.8% | +1.7% |
| 30D | +19.5% | +23.6% | -4.2% | +13.7% |
| 3M | -3.5% | +29.9% | -33.4% | -9.3% |
| 6M | -10.6% | +64.7% | -75.3% | -19.4% |
| YTD | -17.1% | +66.0% | -83.0% | -25.4% |
| 1Y | -24.3% | +92.0% | -116.2% | -33.3% |
| All | -24.3% | +92.4% | -116.7% | -33.3% |
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 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