-81.4%
TMF vs EXEL
+354.7%
-436.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -3.4% | -2.8% | -0.5% | -3.5% |
| 30D | +11.5% | +18.2% | -6.7% | +12.7% |
| 3M | -4.5% | +37.7% | -42.2% | -2.5% |
| 6M | -15.0% | +42.2% | -57.2% | -13.0% |
| YTD | -19.9% | +61.3% | -81.2% | -17.1% |
| 1Y | -26.6% | +64.5% | -91.1% | -23.9% |
| 3Y | -29.8% | +236.7% | -266.5% | -21.4% |
| 5Y | -88.2% | +296.3% | -384.5% | -86.4% |
| 10Y | -81.4% | +331.1% | -412.5% | -77.0% |
| All | -81.4% | +354.7% | -436.0% | -77.0% |
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