-22.5%
TMF vs EXEL
+52.8%
-75.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.3% |
| 7D | +1.0% | +1.4% | -0.4% | +0.7% |
| 30D | -1.8% | +6.7% | -8.5% | -2.9% |
| 3M | -8.2% | +11.5% | -19.7% | -9.8% |
| 6M | -19.5% | +38.8% | -58.3% | -22.7% |
| YTD | -16.0% | +31.6% | -47.5% | -19.0% |
| 1Y | -22.5% | +53.0% | -75.5% | -25.5% |
| All | -22.5% | +52.8% | -75.3% | -25.5% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling