-33.4%
TMF vs EXEL
+230.5%
-263.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -9.3% | -0.8% | -8.4% | -9.2% |
| 30D | +1.9% | +13.1% | -11.2% | +0.3% |
| 3M | -11.2% | +36.3% | -47.6% | -14.7% |
| 6M | -17.7% | +34.5% | -52.2% | -20.8% |
| YTD | -24.5% | +57.4% | -81.9% | -28.6% |
| 1Y | -29.4% | +62.9% | -92.4% | -33.5% |
| 3Y | -33.4% | +229.5% | -262.9% | -43.5% |
| All | -33.4% | +230.5% | -263.9% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling