-88.0%
TMF vs EXEL
+260.1%
-348.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.3% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | +19.7% | +19.0% | +0.7% | +17.7% |
| 3M | -2.1% | +33.3% | -35.4% | -4.8% |
| 6M | -13.4% | +42.9% | -56.3% | -16.3% |
| YTD | -16.7% | +58.7% | -75.5% | -20.2% |
| 1Y | -23.3% | +70.5% | -93.9% | -26.9% |
| 3Y | -24.8% | +233.8% | -258.7% | -32.6% |
| All | -88.0% | +260.1% | -348.1% | -89.3% |
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