-87.0%
TMF vs EXEL
+397.6%
-484.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.3% |
| 7D | -1.4% | +8.4% | -9.8% | -0.9% |
| 30D | -2.8% | +4.1% | -6.9% | -2.6% |
| 3M | -10.9% | +12.4% | -23.3% | -10.1% |
| 6M | -21.3% | +41.5% | -62.9% | -19.2% |
| YTD | -15.9% | +34.6% | -50.5% | -13.9% |
| 1Y | -15.7% | +57.9% | -73.6% | -12.4% |
| 3Y | -43.4% | +159.5% | -202.9% | -37.5% |
| 5Y | -87.8% | +198.5% | -286.2% | -86.1% |
| All | -87.0% | +397.6% | -484.6% | -83.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling