-69.0%
TMF vs EXEL
+1,237.9%
-1,306.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | 0.0% |
| 7D | +1.2% | +0.3% | +0.9% | +1.3% |
| 30D | +19.7% | +19.0% | +0.7% | +21.9% |
| 3M | -2.1% | +33.3% | -35.4% | +0.8% |
| 6M | -13.4% | +42.9% | -56.3% | -10.1% |
| YTD | -16.7% | +58.7% | -75.5% | -12.5% |
| 1Y | -23.3% | +70.5% | -93.9% | -18.8% |
| 3Y | -24.8% | +233.8% | -258.7% | -13.0% |
| 5Y | -88.0% | +259.3% | -347.4% | -85.9% |
| 10Y | -84.7% | +484.1% | -568.9% | -79.0% |
| All | -69.0% | +1,237.9% | -1,306.9% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling