-87.4%
TMF vs EXEL
+199.5%
-287.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.4% | +8.4% | -9.8% | -2.1% |
| 30D | -2.8% | +4.1% | -6.9% | -3.2% |
| 3M | -10.9% | +12.4% | -23.3% | -11.8% |
| 6M | -21.3% | +41.5% | -62.9% | -23.4% |
| YTD | -15.9% | +34.6% | -50.5% | -17.9% |
| 1Y | -15.7% | +57.9% | -73.6% | -18.6% |
| 3Y | -43.4% | +159.5% | -202.9% | -47.6% |
| All | -87.4% | +199.5% | -287.0% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling