-88.5%
TMF vs EXEL
+289.1%
-377.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.3% |
| 7D | -8.2% | +1.6% | -9.8% | -8.3% |
| 30D | +5.3% | +17.4% | -12.0% | +3.7% |
| 3M | -8.5% | +38.6% | -47.1% | -11.3% |
| 6M | -17.2% | +41.2% | -58.4% | -19.9% |
| YTD | -23.4% | +59.3% | -82.7% | -26.7% |
| 1Y | -30.2% | +60.2% | -90.5% | -33.3% |
| 3Y | -32.9% | +232.6% | -265.5% | -40.0% |
| 5Y | -88.5% | +285.9% | -374.4% | -89.7% |
| All | -88.5% | +289.1% | -377.6% | -89.7% |
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